/ 
Statistics-Descriptive-3.0702
River stage two • 26 direct dependents • 43 total dependents
/ Statistics::Descriptive::Smoother::Weightedexponential

NAME

Statistics::Descriptive::Smoother::Weigthedexponential - Implement weighted exponential smoothing

VERSION

version 3.0702

SYNOPSIS

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();

DESCRIPTION

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:

  • t = index in the series

  • S(t) = smoothed series value at position t

  • C = smoothing coefficient. Value in the [0;1] range. 0 means that the series is not smoothed at all, while 1 the series is universally equal to the initial unsmoothed value.

  • X(t) = unsmoothed series value at position t

VERSION

version 3.0702

METHODS

$stats->get_smoothed_data();

Returns a copy of the smoothed data array.

AUTHOR

Fabio Ponciroli

COPYRIGHT

Copyright(c) 2012 by Fabio Ponciroli.

LICENSE

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.

AUTHOR

Shlomi Fish <shlomif@cpan.org>

COPYRIGHT AND LICENSE

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.

BUGS

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.

SUPPORT

Perldoc

You can find documentation for this module with the perldoc command.

perldoc Statistics::Descriptive::Smoother::Weightedexponential

Websites

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.

Bugs / Feature Requests

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.

Source Code

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