3
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1answer
37 views

Standard Deviation of an Exponentially-weighted Mean

I wrote a simple function in Python to calculate the exponentially weighted mean: ...
0
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0answers
113 views

Improving Python Exponential smoothing

I am going to improve my code to the Exponential smoothing I submitted to Statsmodel which can be found here. The code handles 15 different variation Standard Exponential Smoothing models including ...
2
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2answers
249 views

Exponential smoothing models backcasting and determining initial values python

I have made python code for exponential smoothing (ES) that takes in about 15 different cases including: Simple Exponential Smoothing (SES) Simple Seasonal models (both multiplicative and additive) ...
0
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0answers
246 views

Help choosing the optimal time series analysis package

I am developing an app for time series analysis that should support the following: Exponential Smoothing (Holt-Winters) Box-Jenkins curve fitting (straight line, quadratic, exponential, growth) ...