AnalyzeTS (version 2.0)

SES: Simple Exponential Smoothing

Description

Calculate simple exponential smoothing for a time series.

Usage

SES(ts, alpha = 0.5, s0 = NULL)

Arguments

ts

Observation series.

alpha

The smoothing parameter, 0 < alpha < 1 (default 0.5).

s0

Original estimate of s0 value.

Value

Observation series after.

Details

alpha = 2 / (n + 1) in n is moving periodic.

References

https://www.otexts.org/fpp/7/1

See Also

CMA

Examples

SES(lh,alpha=0.5)
SES(lh,alpha=0.8)