kumulant

com.eignex.kumulant/stat/forecast/SeasonalSmoothingResult

SeasonalSmoothingResult

@Serializable

@SerialName(value = "SeasonalSmoothingResult")

data class SeasonalSmoothingResult(val level: Double, val trend: Double, val seasons: List<Double>, val currentSlot: Int, val phi: Double, val mode: SeasonalMode) : Result(source)

Snapshot from a SeasonalSmoothingStat: level, trend, seasonal factors, and forecast machinery.

Constructors

SeasonalSmoothingResult

constructor(level: Double, trend: Double, seasons: List<Double>, currentSlot: Int, phi: Double, mode: SeasonalMode)(source)

Properties

currentSlot

val currentSlot: Int(source)

Index 0..period-1 of the next seasonal slot to consume.

level

val level: Double(source)

Smoothed level.

mode

val mode: SeasonalMode(source)

Seasonal coupling.

period

val period: Int(source)

Length of the seasonal cycle.

phi

val phi: Double(source)

Trend damping factor in (0, 1].

seasons

val seasons: List<Double>(source)

Seasonal factors; length equals the configured period and wraps around at horizon h.

trend

val trend: Double(source)

Smoothed trend.

Functions

forecast

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

Project steps updates ahead using the same recurrence shape as the stat: trend contribution is geometrically damped by phi, seasonal contribution wraps around the seasons vector.