StatTimeSerAnalysis.TripleExpForecast Function

Triple exponential forecast.

Pascal

procedure TripleExpForecast(const Y: TVec; const YHat: TVec; const Alpha: double; const Beta: double; const Gamma: double; T: Integer; const Period: Integer); overload;

File

StatTimeSerAnalysis

Parameters

Parameters	Description
Y	Time series data set.
YHat	Time series forecasts. Size of the YHat vector are adjusted automatically.
Alpha	Overal smoothing parameter used for forecast.
Beta	Trend smoothing parameter used for forecast.
Gamma	Seasonal smoothing parameter used for forecast.
T	Forecast values up to T period.
Period	Period length. An exception is raised if Y.Length mod Period is not 0.

Description

The h period ahead forecast is given by:

where P is period length.