Generate 24 random values representing 4 quarters x 6 years = 24, perform smoothing and read Alpha,Beta,Gamma + MSE.
Uses MtxExpr,StatTimeSerAnalysis, Math387; procedure Example; var Data,S,b,L: Vector; Alpha,Beta,Gamma,MSE: double; begin Data.Size(24,false); Data.RandGauss; // smooth data, initial alpha = 0.1, beta=0.1, gamma = 0.3 Alpha := 0.1; Beta := 0.1; Gamma := 0.3; // Period = 4 MSE := TripleExpSmooth(Data,S,b,L,Alpha,Beta,Gamma,4); // results: MSE and MLE estimate for Alpha,Beta,Gamma end;
#include "MtxExpr.hpp" #include "Math387.hpp" #include "StatTimeSerAnalysis.hpp" void __fastcall Example(); { sVector Data,S,b,L; Data.Size(24,false); Data.RandGauss(); // smooth data, initial alpha = 0.1, beta=0.1, gamma = 0.3 double alpha = 0.1; double beta = 0.1; double gamma = 0.3; // Period = 4 double MSE = TripleExpSmooth(Data,S, b, L, alpha,beta,gamma,4); // results: MSE and MLE estimate for Alpha,Beta,Gamma }
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