A class to perform single exponential smoothing on a time series. More...
#include <forecast.h>
Public Member Functions | |
void | applyForecast (Forecast *, const Date[], unsigned int, bool) |
double | generateForecast (Forecast *fcst, const double history[], unsigned int count, const double madWeight[], bool debug) |
string | getName () |
SingleExponential (double a=initial_alfa) | |
Static Public Member Functions | |
static void | setInitialAlfa (double x) |
static void | setMaxAlfa (double x) |
static void | setMinAlfa (double x) |
A class to perform single exponential smoothing on a time series.
Definition at line 298 of file forecast.h.
module_forecast::Forecast::SingleExponential::SingleExponential | ( | double | a = initial_alfa |
) | [inline] |
Constructor.
Definition at line 326 of file forecast.h.
void module_forecast::Forecast::SingleExponential::applyForecast | ( | Forecast * | forecast, | |
const Date | buckets[], | |||
unsigned int | bucketcount, | |||
bool | debug | |||
) | [virtual] |
Forecast value updating.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 241 of file timeseries.cpp.
double module_forecast::Forecast::SingleExponential::generateForecast | ( | Forecast * | fcst, | |
const double | history[], | |||
unsigned int | count, | |||
const double | madWeight[], | |||
bool | debug | |||
) | [virtual] |
Forecast evaluation.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 157 of file timeseries.cpp.
string module_forecast::Forecast::SingleExponential::getName | ( | ) | [inline, virtual] |
The name of the method.
Implements module_forecast::Forecast::ForecastMethod.
Definition at line 363 of file forecast.h.
static void module_forecast::Forecast::SingleExponential::setInitialAlfa | ( | double | x | ) | [inline, static] |
Update the initial value for the alfa parameter.
Definition at line 340 of file forecast.h.
static void module_forecast::Forecast::SingleExponential::setMaxAlfa | ( | double | x | ) | [inline, static] |
Update the maximum value for the alfa parameter.
Definition at line 356 of file forecast.h.
static void module_forecast::Forecast::SingleExponential::setMinAlfa | ( | double | x | ) | [inline, static] |
Update the minimum value for the alfa parameter.
Definition at line 348 of file forecast.h.