class TeaLeaves::ExponentialSmoothingForecast::SeasonalityStrategy

Attributes

start_index[R]

Public Class Methods

new(period, gamma) click to toggle source
# 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) click to toggle source
# 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