exponential smoothing forecast

From:http://www.cnblogs.com/kemaswill/archive/2013/04/01/2993583.htmlIn the time series, we need to predict the following trend based on the current data of the time series, and the three exponential smoothing (Triple/three Order exponential smoothing,holt-winters) algorithm can predict the time series well.Time series

of this period (t phase);? The actual value of the yt--t period;? The predicted value of the YT '--t period, that is, the smoothed value of the previous period St-1.Example: It is known that the sales of a product in the last 15 months are shown in the following table:Predict the next month's sales Y16 with a single exponential smoothing value.In order to analyze the characteristics of the different values

be described roughly as an additive model, so we can use the simple exponential smoothing method to predict. We use the Holtwinters () function in R, in order to be able to use the exponential smoothing in holtwinters, we need to set parameters: Beta=false and Gamma=false, and predict the results such as:Holtwinters (

My friends and I shared the simple exponential smoothing method, simple exponential smoothing can only predict those at a constant level and no seasonal changes in the time series, today and you share the non-constant level of growth or reduce the trend, The time series prediction algorithm without seasonal additive mo

In a time series, we need to predict its future trend based on the existing data of the time series. The Three exponent Smoothing (Triple/Three Order Exponential Smoothing, Holt-Winters) the algorithm can well predict the time series. Time series data generally has the following characteristics: 1. Trend (Trend) 2. Seasonal (Seasonality ). The trend describes the

The exponential smoothing, similarities, and differences mean line (macd) is developed based on the moving average line. It uses two different speeds (a short-term moving average line with a fast change rate, the exponential smoothing moving average line of a long moving average line with a slow change speed is used to

The previous article describes how to perform continuous updates in the query mode. This blog article describes how to implement exponential smoothing in streaminsight.Concepts Before implementation, let's take a look at what the exponential smoothing method is? Concepts: The expon