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

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

VERSION
version 3.0800

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.

SUPPORT

  Websites
The following websites have more information about this module, and may be of help to you. As always, in addition to those websites please use your favorite search engine to discover more resources.

•   MetaCPAN

    A modern, open-source CPAN search engine, useful to view POD in HTML format.

    <https://metacpan.org/release/Statistics-Descriptive>

•   RT: CPAN's Bug Tracker

    The RT ( Request Tracker ) website is the default bug/issue tracking system for CPAN.

    <https://rt.cpan.org/Public/Dist/Display.html?Name=Statistics-Descriptive>

•   CPANTS

    The CPANTS is a website that analyzes the Kwalitee ( code metrics ) of a distribution.

    <http://cpants.cpanauthors.org/dist/Statistics-Descriptive>

•   CPAN Testers

    The CPAN Testers is a network of smoke testers who run automated tests on uploaded CPAN distributions.

    <http://www.cpantesters.org/distro/S/Statistics-Descriptive>

•   CPAN Testers Matrix

    The CPAN Testers Matrix is a website that provides a visual overview of the test results for a distribution on various Perls/platforms.

    <http://matrix.cpantesters.org/?dist=Statistics-Descriptive>

•   CPAN Testers Dependencies

    The CPAN Testers Dependencies is a website that shows a chart of the test results of all dependencies for a distribution.

    <http://deps.cpantesters.org/?module=Statistics::Descriptive>

  Bugs / Feature Requests
Please report any bugs or feature requests by email to "bug-statistics-descriptive at rt.cpan.org", or through the web interface at <https://rt.cpan.org/Public/Bug/Report.html?Queue=Statistics-Descriptive>. You will be automatically notified of any progress on the request by the system.

  Source Code
The code is open to the world, and available for you to hack on. Please feel free to browse it and play with it, or whatever. If you want to contribute patches, please send me a diff or prod me to pull from your repository :)

<https://github.com/shlomif/perl-Statistics-Descriptive>

  git clone git://github.com/shlomif/perl-Statistics-Descriptive.git

AUTHOR
Shlomi Fish <shlomif@cpan.org>

BUGS
Please report any bugs or feature requests on the bugtracker website <https://github.com/shlomif/perl-Statistics-Descriptive/issues>

When submitting a bug or request, please include a test-file or a patch to an existing test-file that illustrates the bug or desired feature.

COPYRIGHT AND LICENSE
This software is copyright (c) 1997 by Jason Kastner, Andrea Spinelli, Colin Kuskie, and others.

This is free software; you can redistribute it and/or modify it under the same terms as the Perl 5 programming language system itself.