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 370 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 421 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 397 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 268 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 485 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 432 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 462 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 448 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 478 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 440 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 470 of file forecast.h.


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

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