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DOUBLEEXPONENTIALSMOOTHING

gts statistics

The DOUBLEEXPONENTIALSMOOTHING function takes a Geo Time Series™ and smooths it with the additive Double Exponential Smoothing aka Holt's linear trend method formula.

It consumes three parameters from the top of the stack:

  • A trend smoothing factor beta (a numeric parameter between 0 < beta < 1)
  • A level smoothing factor alpha (a numeric parameter between 0 < alpha < 1)
  • The GTS to smooth

The resulting smoothed GTS and levels are pushed onto the stack (in this order in the LIST).

DOUBLEEXPONENTIALSMOOTHING is available since version 1.0.0.

See also

Signatures

Examples

NEWGTS 10 NaN NaN NaN 5.0 ADDVALUE 20 NaN NaN NaN 4.0 ADDVALUE 30 NaN NaN NaN 8.0 ADDVALUE 40 NaN NaN NaN 7.0 ADDVALUE 50 NaN NaN NaN 12.0 ADDVALUE 60 NaN NaN NaN 9.0 ADDVALUE 70 NaN NaN NaN 13.0 ADDVALUE 0.8 // alpha (smoothing factor) 0.4 // beta DOUBLEEXPONENTIALSMOOTHING