StatTimeSerAnalysis.SingleExpSmooth Function

In this case a fixed smoothing constant Alpha is used in smoothing equations (no minimization is performed).

Pascal

procedure SingleExpSmooth(const Y: TVec; const S: TVec; const Alpha: double; out MSE: double; const InitMethod: Integer = 0); overload;

File

StatTimeSerAnalysis

Parameters

Parameters	Description
Y	Time series data set.
S	Smoothed values (see above equation). Size and complex properties of S are set automatically.
Alpha	Defines initial estimate for Alpha, returns Alpha which minimizes MSE.
MSE	Returns MSE, evaluated for constant Alpha.
InitMethod	Defines how the initial values for S[0] are calculated.

See Also

SingleExpForecast

Example

Load data, perform smoothing with Alpha = 0.33.

Uses MtxExpr, StatTimeSerAnalysis, Math387;
procedure Example;
var Data,S: Vector;
    MSE: double;
begin
  Data.LoadFromFile('aerosol_particles.vec');
  // smooth data with Alpha=0.33
  SingleExpSmooth(Data,S,0.33,MSE,0);
  // results: MSE
end;

#include "MtxExpr.hpp"
#include "Math387.hpp"
#include "StatTimeSerAnalysis.hpp"
void __fastcall Example();
{
  sVector Data,S;
  Data.LoadFromFile("aerosol_particles.vec");
  // smooth data with Alpha=0.33
  double MSE;
  SingleExpSmooth(Data,S,0.33,MSE,0);
  // results: MSE
}

StatTimeSerAnalysis, Functions, Example, See Also

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