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Manual Reference Pages  -  STATISTICS::DESCRIPTIVE::SMOOTHER::EXPONENTIAL (3)

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NAME

Statistics::Descriptive::Smoother::Exponential - Implement exponential smoothing

CONTENTS

SYNOPSIS



  use Statistics::Descriptive::Smoother;
  my $smoother = Statistics::Descriptive::Smoother->instantiate({
           method   => exponential,
           coeff    => 0.5,
           data     => [1, 2, 3, 4, 5],
           samples  => [110, 120, 130, 140, 150],
    });
  my @smoothed_data = $smoother->get_smoothed_data();



DESCRIPTION

This module implement the exponential smoothing algorithm to smooth the trend of a series of statistical data.

This algorithm works well for unsmoothed data build with big number of samples. If this is not the case you might consider using the Weighted Exponential one.

The algorithm implements the following formula:

S(0) = X(0)

S(t) = C*S(t-1) + (1-C)*X(t)

where:
o t = index in the series
o S(t) = smoothed series value at position t
o C = smoothing coefficient. Value in the [0;1] range. 0 means that the series is not smoothed at all, while 1 the series is universally equal to the initial unsmoothed value.
o X(t) = unsmoothed series value at position t

METHODS

$stats->get_smoothed_data(); Returns a copy of the smoothed data array.

AUTHOR

Fabio Ponciroli

COPYRIGHT

Copyright(c) 2012 by Fabio Ponciroli.

LICENSE

This file is licensed under the MIT/X11 License: http://www.opensource.org/licenses/mit-license.php.

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the Software), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED AS IS, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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perl v5.20.3 STATISTICS::DESCRIPTIVE::SMOOTHER::EXPONENTIAL (3) 2015-06-19

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