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SINGLEEXPONENTIALSMOOTHING

gts statistics

The SINGLEEXPONENTIALSMOOTHING function takes a Geo Time Series™ and smooths it with the additive Simple Exponential Smoothing formula.

It consumes two parameters from the top of the stack:

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

The resulting smoothed GTS is pushed onto the stack.

SINGLEEXPONENTIALSMOOTHING 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) SINGLEEXPONENTIALSMOOTHING