ts_fil_qes: Quadratic Exponential Smoothing

In tspredit: Time Series Prediction with Integrated Tuning

Quadratic Exponential Smoothing

Description

Double/triple exponential smoothing capturing level, trend, and optionally seasonality components.

Usage

ts_fil_qes(gamma = FALSE)

Arguments

gamma

If TRUE, enables the gamma seasonality component.

Value

A ts_fil_qes object.

References

• P. R. Winters (1960). Forecasting sales by exponentially weighted moving averages. Management Science.

Examples

# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]

# filter
filter <- ts_fil_qes()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)

# plot
plot_ts_pred(y=tsd$y, yadj=y)

tspredit documentation built on Feb. 11, 2026, 9:08 a.m.