SES: Simple Exponential Smoothing

In AnalyzeTS: Analyze Fuzzy Time Series

Description

Calculating simple exponential smoothing for a time series.

Usage

SES(ts, alpha = 0.5, s0 = NULL)

Arguments

ts	Univariate time series.
alpha	The smoothing parameter, 0 < alpha < 1 (default 0.5).
s0	Original estimate of s0 value.

Details

alpha = 2 / (n + 1) in n is moving periodic.

Value

Observation series after.

Note

Before, name of this function is TM.

Author(s)

Doan Hai Nghi <[e-mail]>

Hong Viet Minh <[e-mail]>

References

https://www.otexts.org/fpp/7/1

See Also

CMA

Examples

SES(lh,alpha=0.5)
SES(lh,alpha=0.8)

Example output

Loading required package: MASS
Loading required package: TSA

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

Loading required package: TTR
Loading required package: tseries
Loading required package: urca

Attaching package: 'AnalyzeTS'

The following object is masked from 'package:base':

    pmax

 [1] 2.400000 2.400000 3.600000 3.900000 3.950000 3.875000 3.537500 3.631250
 [9] 3.953125 4.114062 3.994531 3.734766 3.542383 3.658691 3.666846 4.208423
[17] 4.879211 4.789606 4.369803 4.097401 3.873701 3.686850 3.580925 3.952963
[25] 4.526481 4.425741 4.012870 3.818935 4.209468 4.629734 4.627367 4.576183
[33] 4.375592 4.325296 4.325148 3.937574 3.568787 3.334393 3.129697 3.377348
[41] 4.288674 5.056837 5.340919 5.257959 4.866480 4.345740 4.672870 5.023935
 [1] 2.400000 2.400000 2.880000 2.956800 2.812160 2.695232 2.189446 2.705089
 [9] 2.845018 3.026604 2.670921 2.498184 2.303637 2.657527 2.429905 3.484381
[17] 3.754476 3.397295 2.905859 2.791572 2.532714 2.468943 2.378589 3.076518
[25] 3.492904 3.020981 2.656196 2.576839 3.283368 3.460674 3.328935 3.294587
[33] 2.969317 3.128263 3.015253 2.502251 2.297250 2.097050 1.969810 2.501962
[41] 3.597192 4.018638 4.101328 3.796266 3.319253 2.807051 3.728610 3.648922

AnalyzeTS documentation built on Dec. 9, 2019, 1:07 a.m.