StatTimeSerAnalysis.SingleExpSmooth Method ([In] TVec, [In] TVec, [In] double, out double, [In] int)

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

Syntax

Visual Basic

public static void SingleExpSmooth([In] TVec Y, [In] TVec S, [In] double Alpha, out double MSE, [In] int InitMethod);

Parameters

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

Remarks

C# Example Load data, perform smoothing with Alpha = 0.33.

using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples { private void Example() { Vector Data = new Vector(0); Vector S = new Vector(0); Data.LoadFromFile("aerosol_particles.vec"); // smooth data with Alpha=0.33 double MSE; StatTimeSerAnalysis.SingleExpSmooth(Data,S,0.33,out MSE,0); // results: MSE } }

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 }

Group

SingleExpSmooth Method

Links

StatTimeSerAnalysis Class, StatTimeSerAnalysis Members, Dew.Stats.Units Namespace, SingleExpSmooth Method, Example, See Also

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