ts_fil_ses {tspredit}

Simple Exponential Smoothing

Description

This code implements simple exponential smoothing on a time series. Simple exponential smoothing is a smoothing technique that can include or exclude trend and seasonality components in time series forecasting, depending on the specified parameters.

Usage

ts_fil_ses(gamma = FALSE)

Arguments

gamma

If TRUE, enables the gamma seasonality component.

Value

a ts_fil_ses obj.

Examples

# time series with noise
library(daltoolbox)
data(sin_data)
sin_data$y[9] <- 2*sin_data$y[9]

# filter
filter <- ts_fil_ses()
filter <- fit(filter, sin_data$y)
y <- transform(filter, sin_data$y)

# plot
plot_ts_pred(y=sin_data$y, yadj=y)