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.

perl v5.22.1                          Statistics::Descriptive::Smoother::Weightedexponential(3pm)