A javascript port of a Holt-Winters Triple Exponential Smoothing algorithm
npm install holtwintersHolt-Winters
============
Exponential smoothing is a rule of thumb technique for smoothing time series data, particularly for recursively applying as many as three low-pass filters with exponential window functions.
https://en.wikipedia.org/wiki/Exponential_smoothing
``shell`
npm install holtwinters --save
`js
var holtWinters = require('holtwinters')
var getAugumentedDataset = holtWinters.getAugumentedDataset
var data = [1, 4, 5, 3, 1, 3, 4, 1, 2, 4, 5, 5]
var predictionLength = 4
var result = getAugumentedDataset(data, predictionLength)
console.log(result)
// OUTPUT:
{
augumentedDataset: [1, 4, 5, 3, 1, 3, 4, 1, 2, 4, 5, 5, 1.3338017069503336, 2.9451723210706824, 5.691675635182751, 6.721827583201698],
alpha: 0.1,
beta: 1,
gamma: 0.4,
period: 5,
mse: 2.0945071482039226,
sse: 14.661550037427457,
mpe: 0.06217855085131068
}
``
In lieu of a formal styleguide, take care to maintain the existing coding style.
Add unit tests for any new or changed functionality. Lint and test your code.