Statistics::Descriptive::Smoother::Weigthedexponential - Implement weighted
exponential smoothing
version 3.0800
use Statistics::Descriptive::Smoother;
my $smoother = Statistics::Descriptive::Smoother->instantiate({
method => 'weightedexponential',
coeff => 0.5,
data => [1, 2, 3, 4, 5],
samples => [110, 120, 130, 140, 150],
});
my @smoothed_data = $smoother->get_smoothed_data();
This module implement the weighted exponential smoothing algorithm to smooth
the trend of a series of statistical data.
This algorithm can help to control large swings in the unsmoothed data that
arise from small samples for those data points.
The algorithm implements the following formula:
W(0) = N(0)
W(t) = ( W(t-1) * CoeffA + N(t) * CoeffB ) / (CoeffA + CoeffB)
CoeffA = C * ( W(t-1) / (W(t-1) + N(t) ) )
CoeffB = (1 - C) * ( N(t) * (W(t-1) + N(t)) )
S(t) = (S(t-1)*CoeffA + X(t)*CoeffB) / (CoeffA + CoeffB)
where:
- $stats->get_smoothed_data();
-
Returns a copy of the smoothed data array.
Fabio Ponciroli
Copyright(c) 2012 by Fabio Ponciroli.
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.
The following websites have more information about this module, and may be of help to you. As always,
in addition to those websites please use your favorite search engine to discover more resources.
Please report any bugs or feature requests by email to bug-statistics-descriptive at rt.cpan.org, or through
the web interface at https://rt.cpan.org/Public/Bug/Report.html?Queue=Statistics-Descriptive. You will be automatically notified of any
progress on the request by the system.
The code is open to the world, and available for you to hack on. Please feel free to browse it and play
with it, or whatever. If you want to contribute patches, please send me a diff or prod me to pull
from your repository :)
https://github.com/shlomif/perl-Statistics-Descriptive
git clone git://github.com/shlomif/perl-Statistics-Descriptive.git
Shlomi Fish <shlomif@cpan.org>
Please report any bugs or feature requests on the bugtracker website
https://github.com/shlomif/perl-Statistics-Descriptive/issues
When submitting a bug or request, please include a test-file or a
patch to an existing test-file that illustrates the bug or desired
feature.
This software is copyright (c) 1997 by Jason Kastner, Andrea Spinelli, Colin Kuskie, and others.
This is free software; you can redistribute it and/or modify it under
the same terms as the Perl 5 programming language system itself.
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