Struct HoltWinters 

pub struct HoltWinters { /* private fields */ }

Holt-Winters Triple Exponential Smoothing.

Implementations

impl HoltWinters

pub fn new( alpha: f64, beta: f64, gamma: f64, period: usize, seasonality: Seasonality, ) -> Option<Self>

Creates a new Holt-Winters smoother.

Parameters

• alpha: level smoothing constant ∈ (0, 1)
• beta: trend smoothing constant ∈ (0, 1)
• gamma: seasonal smoothing constant ∈ (0, 1)
• period: seasonal period (must be ≥ 2)
• seasonality: additive or multiplicative

Returns None if parameters are invalid.

pub fn period(&self) -> usize

Returns the seasonal period.

pub fn seasonality(&self) -> Seasonality

Returns the seasonality type.

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

Applies Holt-Winters smoothing to the data.

Requires at least 2 * period data points for initialization. Returns None if data is insufficient or if multiplicative seasonality is used with non-positive data.