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StatTimeSerAnalysis.TripleExpForecast Function
StatTimeSerAnalysis | Functions

First estimate Alpha, Beta and Gamma parameters by triple exponential smoothing and then use returned values to forecast up to T periods.

Pascal
procedure TripleExpForecast(const Y: TVec; const YHat: TVec; var Alpha: double; var Beta: double; var Gamma: double; const T: Integer; out MSE: double; const Period: Integer); overload;
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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. 
MSE 
MSE, evaluated at minimum. 
Period 
Period length. An exception is raised if Y.Length mod Period is not 0. 
Description

Use this routine if you don't know the best estimates for Alpha, Beta and Gamma.

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