ts_fil_ses: Simple Exponential Smoothing

In tspredit: Time Series Prediction with Integrated Tuning

Simple Exponential Smoothing

Description

Exponential smoothing focused on the level component, with optional extensions to trend/seasonality via Holt–Winters variants.

Usage

ts_fil_ses(gamma = FALSE)

Arguments

gamma

If TRUE, enables the gamma seasonality component.

Value

A ts_fil_ses object.

References

• R. G. Brown (1959). Statistical Forecasting for Inventory Control.

Examples

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

# filter
filter <- ts_fil_ses()
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.