Struct SimpleExponentialSmoothing 

pub struct SimpleExponentialSmoothing { /* private fields */ }

Simple Exponential Smoothing.

Implementations

impl SimpleExponentialSmoothing

pub fn new(alpha: f64) -> Option<Self>

Creates a new SES smoother.

Parameters

• alpha: smoothing constant, must be in (0, 1)

Returns None if alpha is out of range or non-finite.

pub fn fit(data: &[f64]) -> Option<Self>

The smoother whose α minimises the sum of squared one-step errors on data (from SesResult::FIRST_ERROR; module documentation).

Returns None with fewer than 2 values or a non-finite one.

use u_analytics::smoothing::SimpleExponentialSmoothing;

let data = [10.0, 12.0, 11.0, 13.0, 12.5, 13.5, 13.0, 14.0];
let ses = SimpleExponentialSmoothing::fit(&data).unwrap();
assert!(ses.alpha() > 0.0 && ses.alpha() < 1.0);

pub fn alpha(&self) -> f64

Returns the smoothing constant α.

pub fn smooth(&self, data: &[f64]) -> Option<SesResult>

Applies SES to the given data.

Returns None if data is empty.