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                                       20Statistics::Descriptive::Smoother::Weightedexponential(3pm)