module_forecast::Forecast::DoubleExponential Class Reference

A class to perform double exponential smoothing on a time series. More...

#include <forecast.h>

Inheritance diagram for module_forecast::Forecast::DoubleExponential:
module_forecast::Forecast::ForecastMethod

List of all members.

Public Member Functions

void applyForecast (Forecast *, const Date[], unsigned int, bool)
 DoubleExponential (double a=initial_alfa, double g=initial_gamma)
double generateForecast (Forecast *fcst, const double history[], unsigned int count, const double madWeight[], bool debug)
string getName ()

Static Public Member Functions

static void setInitialAlfa (double x)
static void setInitialGamma (double x)
static void setMaxAlfa (double x)
static void setMaxGamma (double x)
static void setMinAlfa (double x)
static void setMinGamma (double x)

Detailed Description

A class to perform double exponential smoothing on a time series.

Definition at line 369 of file forecast.h.


Constructor & Destructor Documentation

module_forecast::Forecast::DoubleExponential::DoubleExponential ( double  a = initial_alfa,
double  g = initial_gamma 
) [inline]

Constructor.

Definition at line 420 of file forecast.h.


Member Function Documentation

void module_forecast::Forecast::DoubleExponential::applyForecast ( Forecast forecast,
const Date  buckets[],
unsigned int  bucketcount,
bool  debug 
) [virtual]

Forecast value updating.

Implements module_forecast::Forecast::ForecastMethod.

Definition at line 395 of file timeseries.cpp.

double module_forecast::Forecast::DoubleExponential::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 267 of file timeseries.cpp.

string module_forecast::Forecast::DoubleExponential::getName (  )  [inline, virtual]

The name of the method.

Implements module_forecast::Forecast::ForecastMethod.

Definition at line 484 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setInitialAlfa ( double  x  )  [inline, static]

Update the initial value for the alfa parameter.

Definition at line 431 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setInitialGamma ( double  x  )  [inline, static]

Update the initial value for the alfa parameter.
The default value is 0.05.
Setting this parameter to too low a value can create false positives: the double exponential method is selected for a time series without a real trend. A single exponential is better for such cases.

Definition at line 461 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setMaxAlfa ( double  x  )  [inline, static]

Update the maximum value for the alfa parameter.

Definition at line 447 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setMaxGamma ( double  x  )  [inline, static]

Update the maximum value for the alfa parameter.

Definition at line 477 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setMinAlfa ( double  x  )  [inline, static]

Update the minimum value for the alfa parameter.

Definition at line 439 of file forecast.h.

static void module_forecast::Forecast::DoubleExponential::setMinGamma ( double  x  )  [inline, static]

Update the minimum value for the alfa parameter.

Definition at line 469 of file forecast.h.


The documentation for this class was generated from the following files:

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