Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void TripleExpForecast(TVec *Y, TVec *YHat, const double Alpha, const double Beta, const double Gamma, int T, const int Period); | Triple exponential forecast. |
| 2 | void TripleExpForecast(TVec *Y, TVec *YHat, double &Alpha, double &Beta, double &Gamma, const int T, double &MSE, const int Period); | First estimate Alpha, Beta and Gamma parameters by triple exponential smoothing and then use returned values to forecast up to T periods. |
Overload 1: void TripleExpForecast(TVec *Y, TVec *YHat, const double Alpha, const double Beta, const double Gamma, int T, const int Period);
Triple exponential forecast.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Y | TVec * | Time series data set. |
| 2 | YHat | TVec * | Time series forecasts. Size of the YHat vector are adjusted automatically. |
| 3 | Alpha | const double | Overal smoothing parameter used for forecast. |
| 4 | Beta | const double | Trend smoothing parameter used for forecast. |
| 5 | Gamma | const double | Seasonal smoothing parameter used for forecast. |
| 6 | T | int | Forecast values up to T period. |
| 7 | Period | const int | Period length. An exception is raised if Y.Length mod Period is not 0. |
Remarks:
The h period ahead forecast is given by:
where P is period length.
See Also: StatTimeSerAnalysis::TripleExpSmooth
Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler
Overload 2: void TripleExpForecast(TVec *Y, TVec *YHat, double &Alpha, double &Beta, double &Gamma, const int T, double &MSE, const int Period);
First estimate Alpha, Beta and Gamma parameters by triple exponential smoothing and then use returned values to forecast up to T periods.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Y | TVec * | Time series data set. |
| 2 | YHat | TVec * | Time series forecasts. Size of the YHat vector are adjusted automatically. |
| 3 | Alpha | double & | Overal smoothing parameter used for forecast. |
| 4 | Beta | double & | Trend smoothing parameter used for forecast. |
| 5 | Gamma | double & | Seasonal smoothing parameter used for forecast. |
| 6 | T | const int | Forecast values up to T period. |
| 7 | MSE | double & | MSE, evaluated at minimum. |
| 8 | Period | const int | Period length. An exception is raised if Y.Length mod Period is not 0. |
Remarks:
Use this routine if you don't know the best estimates for Alpha, Beta and Gamma.
Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler