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.IX Title "Statistics::Descriptive::Smoother::Weightedexponential 3"
.TH Statistics::Descriptive::Smoother::Weightedexponential 3 "2013-02-22" "perl v5.14.2" "User Contributed Perl Documentation"
.\" For nroff, turn off justification.  Always turn off hyphenation; it makes
.\" way too many mistakes in technical documents.
.if n .ad l
.nh
.SH "NAME"
Statistics::Descriptive::Smoother::Weigthedexponential \- Implement weighted
exponential smoothing
.SH "SYNOPSIS"
.IX Header "SYNOPSIS"
.Vb 8
\&  use Statistics::Descriptive::Smoother;
\&  my $smoother = Statistics::Descriptive::Smoother\->instantiate({
\&           method   => \*(Aqweightedexponential\*(Aq,
\&           coeff    => 0.5,
\&           data     => [1, 2, 3, 4, 5],
\&           samples  => [110, 120, 130, 140, 150],
\&    });
\&  my @smoothed_data = $smoother\->get_smoothed_data();
.Ve
.SH "DESCRIPTION"
.IX Header "DESCRIPTION"
This module implement the weighted exponential smoothing algorithm to smooth
the trend of a series of statistical data.
.PP
This algorithm can help to control large swings in the unsmoothed data that
arise from small samples for those data points.
.PP
The algorithm implements the following formula:
.PP
W(0) = N(0)
.PP
W(t) = ( W(t\-1) * CoeffA + N(t) * CoeffB ) / (CoeffA + CoeffB)
.PP
CoeffA = C * ( W(t\-1) / (W(t\-1) + N(t) ) )
.PP
CoeffB = (1 \- C) * ( N(t) * (W(t\-1) + N(t)) )
.PP
S(t) = (S(t\-1)*CoeffA + X(t)*CoeffB) / (CoeffA + CoeffB)
.PP
where:
.IP "\(bu" 3
t = index in the series
.IP "\(bu" 3
S(t) = smoothed series value at position t
.IP "\(bu" 3
C = smoothing coefficient. Value in the [0;1] range. \f(CW0\fR means that the series is not smoothed at all,
while \f(CW1\fR the series is universally equal to the initial unsmoothed value.
.IP "\(bu" 3
X(t) = unsmoothed series value at position t
.SH "METHODS"
.IX Header "METHODS"
.ie n .IP "$stats\->\fIget_smoothed_data()\fR;" 5
.el .IP "\f(CW$stats\fR\->\fIget_smoothed_data()\fR;" 5
.IX Item "$stats->get_smoothed_data();"
Returns a copy of the smoothed data array.
.SH "AUTHOR"
.IX Header "AUTHOR"
Fabio Ponciroli
.SH "COPYRIGHT"
.IX Header "COPYRIGHT"
Copyright(c) 2012 by Fabio Ponciroli.
.SH "LICENSE"
.IX Header "LICENSE"
This file is licensed under the \s-1MIT/X11\s0 License:
http://www.opensource.org/licenses/mit\-license.php.
.PP
Permission is hereby granted, free of charge, to any person obtaining a copy of
this software and associated documentation files (the \*(L"Software\*(R"), 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:
.PP
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
.PP
\&\s-1THE\s0 \s-1SOFTWARE\s0 \s-1IS\s0 \s-1PROVIDED\s0 \*(L"\s-1AS\s0 \s-1IS\s0\*(R", \s-1WITHOUT\s0 \s-1WARRANTY\s0 \s-1OF\s0 \s-1ANY\s0 \s-1KIND\s0, \s-1EXPRESS\s0 \s-1OR\s0
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