(1)简单移动平均
For EMA, wilder=FALSE (the default) uses an exponential smoothing ratio of 2/(n+1), while wilder=TRUE uses Welles Wilder's exponential smoothing ratio of 1/n.
seasonal = c("additive", "multiplicative"),
start.periods = 2, l.start = NULL, b.start = NULL,
s.start = NULL,
optim.start = c(alpha = 0.3, beta = 0.1, gamma = 0.1),
optim.control = list())
移动平均在TTR包中
简单移动平均 SMA(x, n = 10, ...)
指数移动平均 EMA(x, n = 10, wilder = FALSE, ratio = NULL, ...)
双指数移动平均 DEMA(x, n = 10, v = 1, wilder = FALSE, ratio = NULL)
加权移动平均 WMA(x, n = 10, wts = 1:n, ...)
(2)HoltWinters指数平滑
HoltWinters(x, alpha = NULL, beta = NULL, gamma = NULL,
alpha为水平项,beta为趋势项,gamma为季节项。此指数平滑需设置初始值。l.start为水平初始值,b.start为趋势初始值,s.start为季节初始值。选择季节选项有additive和multiplicative.
HoltWinters也可做季节分解(
看季节趋势分解)