You are here: Symbol Reference > Dew Namespace > Dew.Stats Namespace > Dew.Stats.Units Namespace > Classes > StatTimeSerAnalysis Class > StatTimeSerAnalysis Methods > TripleExpForecast Method > StatTimeSerAnalysis.TripleExpForecast Method ([In] TVec, [In] TVec, double, double, double, [In] int, out double, [In] int)
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StatTimeSerAnalysis.TripleExpForecast Method ([In] TVec, [In] TVec, double, double, double, [In] int, out double, [In] int)
StatTimeSerAnalysis Class  StatTimeSerAnalysis Members  Dew.Stats.Units Namespace  TripleExpForecast Method
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First estimate Alpha, Beta and Gamma parameters by triple exponential smoothing and then use returned values to forecast up to T periods.

Syntax
C#
Visual Basic
public static void TripleExpForecast([In] TVec Y, [In] TVec YHat, ref double Alpha, ref double Beta, ref double Gamma, [In] int T, out double MSE, [In] int Period);
Parameters
Parameters 
Description 
[In] TVec Y 
Time series data set. 
[In] TVec YHat 
Time series forecasts. Size of the YHat vector are adjusted automatically. 
ref double Alpha 
Overal smoothing parameter used for forecast. 
ref double Beta 
Trend smoothing parameter used for forecast. 
ref double Gamma 
Seasonal smoothing parameter used for forecast. 
[In] int T 
Forecast values up to T period. 
out double MSE 
MSE, evaluated at minimum. 
[In] int Period 
Period length. An exception is raised if Y.Length mod Period is not 0. 
Remarks

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

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