kumulant

HoltResult

@Serializable
@SerialName(value = "HoltResult")
data class HoltResult(val level: Double, val trend: Double, val phi: Double) : Result(source)

Snapshot from a HoltStat: the current level and trend plus the damping factor.

Call forecast to project steps updates into the future under the same trend.

Constructors

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constructor(level: Double, trend: Double, phi: Double)

Properties

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Smoothed level (one-step-ahead estimate at the current moment).

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val phi: Double

Damping factor applied to the trend each step (1.0 for un-damped Holt).

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Smoothed per-update trend.

Functions

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fun forecast(steps: Int): Double

Project steps updates ahead. With damping phi < 1.0 this matches the standard damped-trend forecast level + (phi + phi^2 + ... + phi^steps) * trend; with phi == 1.0 it collapses to level + steps * trend.

HoltResult

constructor(level: Double, trend: Double, phi: Double)(source)

forecast

fun forecast(steps: Int): Double(source)

Project steps updates ahead. With damping phi < 1.0 this matches the standard damped-trend forecast level + (phi + phi^2 + ... + phi^steps) * trend; with phi == 1.0 it collapses to level + steps * trend.

level

Smoothed level (one-step-ahead estimate at the current moment).

phi

Damping factor applied to the trend each step (1.0 for un-damped Holt).

trend

Smoothed per-update trend.