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StatTimeSerAnalysis.TripleExpSmooth Function
StatTimeSerAnalysis | Functions

In this case a fixed smoothing constants Alpha, Beta and Gamma are used in smoothing equations (no minimization is performed).

Pascal
procedure TripleExpSmooth(const Y: TVec; const S: TVec; const B: TVec; const L: TVec; const Alpha: double; const Beta: double; const Gamma: double; out MSE: double; const Period: Integer); overload;
File
Parameters
Parameters 
Description 
Y 
Time series data set. 
S 
Smoothed values (see above equation). Size and complex properties of S are set automatically. 
B 
Trend values (see above equation). Size and complex properties of b are set automatically. 
L 
Seasonal indices (see above equation). Size and complex properties of L are set automatically. 
Alpha 
Defines initial estimate for Alpha, returns Alpha which minimizes MSE. 
Beta 
Defines initial estimate for Beta, returns Beta which minimizes MSE. 
Gamma 
Defines initial estimate for Gamma, returns Gamma which minimizes MSE. 
MSE 
Returns MSE, evaluated for constant Alpha, Beta and Gamma. 
Period 
Period length. An exception is raised if Y.Length mod Period is not 0. 
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