Print Page - want exponential smoothing way to do time series prediction

Title: want exponential smoothing way to do time series prediction
Post by: csfreebird on February 01, 2015, 09:33:05 PM

In newlisp, I don't know use wich method or module to implement this?

Need your help.

Title: Re: want exponential smoothing way to do time series predict
Post by: Lutz on February 02, 2015, 04:55:49 PM

There is a stat:smooth function in the stat.lsp module:

http://www.newlisp.org/code/modules/stat.lsp.html#stat_smooth

Code Select Expand

> (stat:smooth '(1 5 2 6 4 7 2) 0.5)
(1 3 2.5 4.25 4.125 5.5625 3.78125)
>

and there are a few other time-series related functions.

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