Module smoothing 

Time series smoothing and forecasting.

Exponential smoothing methods for level, trend, and seasonal decomposition of time series data.

Methods

• SimpleExponentialSmoothing — Level-only smoothing (Brown, 1956)
• HoltLinear — Double exponential smoothing with trend (Holt, 1957)
• HoltWinters — Triple exponential smoothing with trend and seasonality (Winters, 1960)

References

• Brown, R.G. (1956). Exponential Smoothing for Predicting Demand.
• Holt, C.C. (1957). “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages”, ONR Memo 52.
• Winters, P.R. (1960). “Forecasting Sales by Exponentially Weighted Moving Averages”, Management Science 6(3), pp. 324-342.

Structs

HoltLinear

Holt’s Linear Exponential Smoothing.

HoltResult

Result of Holt’s linear smoothing at each time step.

HoltWinters

Holt-Winters Triple Exponential Smoothing.

HoltWintersResult

Result of Holt-Winters smoothing.

SesResult

Result of simple exponential smoothing at each time step.

SimpleExponentialSmoothing

Simple Exponential Smoothing.

Enums

Seasonality

Seasonality type.