Statistics::Descriptive::Smoother::Weightedexponential(3)

NAME
Statistics::Descriptive::Smoother::Weigthedexponential - Implement weighted exponential smoothing

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

This algorithm can help to control large swings in the unsmoothed data that arise from small samples for those data points.

The algorithm implements the following formula:

W(0) = N(0)

W(t) = ( W(t-1) * CoeffA + N(t) * CoeffB ) / (CoeffA + CoeffB)

CoeffA = C * ( W(t-1) / (W(t-1) + N(t) ) )

CoeffB = (1 - C) * ( N(t) * (W(t-1) + N(t)) )

S(t) = (S(t-1)*CoeffA + X(t)*CoeffB) / (CoeffA + CoeffB)

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
Copyright(c) 2012 by Fabio Ponciroli.

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.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.