holt_winters

Documentation

Index

• type HoltWinters
  • func New(n, s int, withFit bool, alloc memory.Allocator) *HoltWinters
  • func (r *HoltWinters) Do(vs *array.Float) (*array.Float, float64)

Types

type HoltWinters

type HoltWinters struct {
	// contains filtered or unexported fields
}

HoltWinters forecasts a series into the future. This is done using the Holt-Winters damped method.

1. The initial values are calculated using a SSE.
2. The series is forecast into the future using the iterative relations.

func New

func New(n, s int, withFit bool, alloc memory.Allocator) *HoltWinters

New creates a new HoltWinters. HoltWinters uses the given allocator for memory tracking purposes, and in order to build its result.

func (*HoltWinters) Do

func (r *HoltWinters) Do(vs *array.Float) (*array.Float, float64)

Do returns the points generated by the HoltWinters algorithm given a dataset.