holtwinters

package module

v0.0.0-...-f69f049 Latest Latest Go to latest Published: Mar 10, 2019 License: MIT Imports: 3 Imported by: 0

Details

Valid go.mod file
Redistributable license
Tagged version
Stable version
Learn more about best practices

Repository

github.com/zartbot/holtwinters

Links

Open Source Insights

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()

Constants ¶

This section is empty.

Variables ¶

This section is empty.

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()

Source Files ¶

View all Source files

Directories ¶

Path	Synopsis
example

?	: This menu
/	: Search site
f or F	: Jump to
y or Y	: Canonical URL