pyhctsa.operations.model_fit.exp_smoothing¶

pyhctsa.operations.model_fit.exp_smoothing(x, n_train=None, alpha='best')¶

Exponential smoothing time-series prediction model.

Fits an exponential smoothing model to the time series using a training set to fit the optimal smoothing parameter, alpha, and then applies the result to predict the rest of the time series.

References

Parameters:¶

x : array-like¶

The input time series.

n_train : int or float, optional¶

The number of samples to use for training. Can be an integer or a proportion of the time-series length.

alpha : str or float, optional¶

The exponential smoothing parameter. If ‘best’, the function optimizes alpha on the training set.

Returns:¶

Dictionary including the fitted alpha and statistics on the residuals from the prediction phase.

Return type:¶

dict