man Statistics::Descriptive::Smoother::Exponential (3): Implement exponential smoothing

SYNOPSIS

use Statistics::Descriptive::Smoother;
my $smoother = Statistics::Descriptive::Smoother->instantiate({
method => 'exponential',
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 exponential smoothing algorithm to smooth the trend of a series of statistical data.

This algorithm works well for unsmoothed data build with big number of samples. If this is not the case you might consider using the "Weighted Exponential" one.

The algorithm implements the following formula:

S(0) = X(0)

S(t) = C*S(t-1) + (1-C)*X(t)

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

METHODS

$stats->get_smoothed_data();: Returns a copy of the smoothed data array.

AUTHOR

Fabio Ponciroli

COPYRIGHT

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.