View source: R/H_time_series.R
HTS.exponential.smoothing | R Documentation |
(Beta verson of) Extends theexponential smoothing of a time series to a histogram time series,using L2 Wasserstein distance.
HTS.exponential.smoothing(HTS, alpha = 0.9)
HTS |
A |
alpha |
a number between 0 and 1 for exponential smoothing |
a list with the results of the smoothing procedure.
smoothing.alpha
the alpha parameter
AveragedHTS
The smoothed HTS
mov.expo.smooth <- HTS.exponential.smoothing(HTS = RetHTS, alpha = 0.8)
# a show method for HTS must be implemented you can see it using
# str(mov.expo.smooth$AveragedHTS)
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