class TeaLeaves::ExponentialSmoothingForecast::SeasonalityStrategy
Attributes
start_index[R]
Public Class Methods
new(period, gamma)
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# File lib/tealeaves/exponential_smoothing_forecast.rb, line 8 def initialize(period, gamma) @gamma = gamma @start_index = period end
Public Instance Methods
new_values(observed_value, parameters, new_level)
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# File lib/tealeaves/exponential_smoothing_forecast.rb, line 13 def new_values(observed_value, parameters, new_level) new_seasonality = @gamma * t(observed_value, new_level) + (1 - @gamma) * parameters[:seasonality].first parameters[:seasonality].drop(1) << new_seasonality end