kumulant
com.eignex.kumulant/schema/SeasonalSmoothing

SeasonalSmoothing

@Serializable
@SerialName(value = "SeasonalSmoothing")
data class SeasonalSmoothing(val alphaWeighting: Alpha, val betaWeighting: Alpha, val gammaWeighting: Alpha, val period: Int, val mode: SeasonalMode = SeasonalMode.Additive, val phi: Double = 1.0) : SeriesStatSpec<SeasonalSmoothingResult> (source)

Spec for SeasonalSmoothingStat: triple exponential smoothing (Holt-Winters).

Constructors

SeasonalSmoothing

constructor(alphaWeighting: Alpha, betaWeighting: Alpha, gammaWeighting: Alpha, period: Int, mode: SeasonalMode = SeasonalMode.Additive, phi: Double = 1.0)(source)

Properties

alphaWeighting

val alphaWeighting: Alpha(source)

Per-observation smoothing factor for the level.

betaWeighting

val betaWeighting: Alpha(source)

Per-observation smoothing factor for the trend.

gammaWeighting

val gammaWeighting: Alpha(source)

Per-observation smoothing factor for the seasonal vector.

mode

val mode: SeasonalMode(source)

Seasonal coupling.

period

val period: Int(source)

Length of the seasonal cycle in updates.

phi

val phi: Double(source)

Trend damping in (0, 1].