holtwinters

README

holtwinters

Holt-Winters algorithm

reference by https://github.com/DmitrySerg/DataStart and rewrite in Golang

Example model := holtwinters.New(data, 24, 50, 0.11652680227350454, 0.002677697431105852, 0.05820973606789237, 3) model.TripleExponentialSmoothing()

Documentation

Overview

reference by https://github.com/DmitrySerg/DataStart rewrite in Golang

Index

• func TimeSplitMSE(data []float64, alpha float64, beta float64, gamma float64, seasonLength int, ...) (float64, error)
• type HoltWinterParameter
  • func Fit(data []float64, seasonLength int, kfold int) (*HoltWinterParameter, error)
• type HoltWintersT
  • func New(data []float64, slen int, npreds int, alpha float64, beta float64, ...) *HoltWintersT
  • func (h *HoltWintersT) TripleExponentialSmoothing()

Functions

func TimeSplitMSE

func TimeSplitMSE(data []float64, alpha float64, beta float64, gamma float64, seasonLength int, kfold int) (float64, error)

Types

type HoltWinterParameter

type HoltWinterParameter struct {
	Alpha float64
	Beta  float64
	Gamma float64
}

func Fit

func Fit(data []float64, seasonLength int, kfold int) (*HoltWinterParameter, error)

type HoltWintersT

type HoltWintersT struct {
	Series             []float64
	SeasonLenth        int
	Npreds             int
	Alpha              float64
	Beta               float64
	Gamma              float64
	ScalingFactor      float64
	Result             []float64
	Smooth             []float64
	Season             []float64
	Trend              []float64
	PredictedDeviation []float64
	UpperBond          []float64
	LowerBond          []float64
}

func New

func New(data []float64, slen int, npreds int, alpha float64, beta float64, gamma float64, scalingfactor float64) *HoltWintersT

func (*HoltWintersT) TripleExponentialSmoothing

func (h *HoltWintersT) TripleExponentialSmoothing()