Holt

@Serializable

@SerialName(value = "Holt")

data class Holt(val alphaWeighting: Alpha, val betaWeighting: Alpha = alphaWeighting, val phi: Double = 1.0) : SeriesStatSpec<HoltResult> (source)

Spec for HoltStat: double exponential smoothing with optional trend damping.

Constructors

constructor(alphaWeighting: Alpha, betaWeighting: Alpha = alphaWeighting, phi: Double = 1.0)(source)

Per-observation smoothing factor for the level.

Per-observation smoothing factor for the trend; defaults to the level's alphaWeighting.

Trend damping in (0, 1]; 1.0 is plain Holt.