HTS.exponential.smoothing: Smoothing with exponential smoothing of a histogram time...

In Airpino/HistDAWass: Histogram-Valued Data Analysis

Smoothing with exponential smoothing of a histogram time series

Description

(Beta verson of) Extends theexponential smoothing of a time series to a histogram time series,using L2 Wasserstein distance.

Usage

HTS.exponential.smoothing(HTS, alpha = 0.9)

Arguments

HTS	A HTS object (a histogram time series).
alpha	a number between 0 and 1 for exponential smoothing

Value

a list with the results of the smoothing procedure.

Slots

smoothing.alpha

the alpha parameter

AveragedHTS

The smoothed HTS

Examples

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)

Airpino/HistDAWass documentation built on Jan. 30, 2024, 7:53 p.m.