ts_fil_ema: Time Series Exponential Moving Average
In tspredit: Time Series Prediction with Integrated Tuning
ts_fil_ema R Documentation
Time Series Exponential Moving Average
Description
Used to smooth out fluctuations, while giving more weight to
recent observations. Particularly useful when the data has a trend or
seasonality component.
Usage
ts_fil_ema(ema = 3)
Arguments
ema
exponential moving average size
Value
a ts_fil_ema object.
Examples
# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]
# filter
filter <- ts_fil_ema(ema = 3)
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)
# plot
plot_ts_pred(y=tsd$y, yadj=y)
tspredit documentation built on June 22, 2025, 5:07 p.m.
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| ts_fil_ema | R Documentation |
Time Series Exponential Moving Average
Description
Used to smooth out fluctuations, while giving more weight to recent observations. Particularly useful when the data has a trend or seasonality component.
Usage
ts_fil_ema(ema = 3)
Arguments
ema |
exponential moving average size |
Value
a ts_fil_ema object.
Examples
# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]
# filter
filter <- ts_fil_ema(ema = 3)
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)
# plot
plot_ts_pred(y=tsd$y, yadj=y)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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