二次指数平滑法求预测值的Java代码

/**
     * 二次指数平滑法求预测值
     * @param list 基础数据集合
     * @param year 未来第几期
     * @param modulus 平滑系数
     * @return 预测值
     */
    private static Double getExpect(List<Double> list, int year, Double modulus ) {
        if (list.size() < 10 || modulus <= 0 || modulus >= 1) {
            return null;
        }
        Double modulusLeft = 1 - modulus;
        Double lastIndex = list.get(0);
        Double lastSecIndex = list.get(0);
        for (Double data :list) {
            lastIndex = modulus * data + modulusLeft * lastIndex;
            lastSecIndex = modulus * lastIndex + modulusLeft * lastSecIndex;
        }
        Double a = 2 * lastIndex - lastSecIndex;
        Double b = (modulus / modulusLeft) * (lastIndex - lastSecIndex);
        return a + b * year;

    }


测试代码如下:

public static void main(String[] args) {
        List<Double> list = new LinkedList<Double>();
        list.add(253993d);
        list.add(289665d);
        list.add(342785d);
        list.add(384763d);
        list.add(428964d);
        list.add(470614d);
        list.add(530217d);
        list.add(620206d);
        list.add(688212d);
        list.add(746422d);
        list.add(809592d);
        list.add(791376d);
        list.add(772682d);
        list.add(806048d);
        list.add(860855d);
        list.add(996633d);
        list.add(1092883d);
        list.add(1172596d);
        list.add(1245356d);
        list.add(1326094d);
        list.add(1378717d);
        list.add(1394413d);
        list.add(1478573d);
        list.add(1534122d);
        list.add(1608150d);
        Double value = getExpect(list, 1, 0.6);
        System.out.println(value);
    }


参考:http://wiki.mbalib.com/wiki/%E4%BA%8C%E6%AC%A1%E6%8C%87%E6%95%B0%E5%B9%B3%E6%BB%91%E6%B3%95

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好的,以下是二次指数平滑预测Java代码,希望能对你有所帮助: ```java public class DoubleExponentialSmoothing { private double alpha; private double beta; private double[] data; private int seasonLength; public DoubleExponentialSmoothing(double alpha, double beta, double[] data, int seasonLength) { this.alpha = alpha; this.beta = beta; this.data = data; this.seasonLength = seasonLength; } public double[] forecast(int numForecasts) { double[] smoothed = new double[data.length]; double[] level = new double[data.length]; double[] trend = new double[data.length]; double[] seasonal = new double[data.length]; double[] forecast = new double[data.length + numForecasts]; // Initialize level and trend level[0] = data[0]; trend[0] = initialTrend(); // First seasonal index is the average of the first season seasonal[0] = initialSeasonalIndex(); // Calculate the smoothed data, level, trend, and seasonal indices for (int i = 1; i < data.length; i++) { smoothed[i] = level[i - 1] + trend[i - 1]; level[i] = alpha * data[i] + (1 - alpha) * (level[i - 1] + trend[i - 1]); trend[i] = beta * (level[i] - level[i - 1]) + (1 - beta) * trend[i - 1]; seasonal[i] = gamma() * (data[i] - level[i]) + (1 - gamma()) * seasonal[i - seasonLength]; } // Use the smoothed data, level, trend, and seasonal indices to make forecasts forecast[0] = data[0]; for (int i = 1; i < forecast.length; i++) { if (i < data.length) { forecast[i] = smoothed[i]; } else { int m = i - data.length + 1; forecast[i] = level[data.length - 1] + m * trend[data.length - 1] + seasonal[i - seasonLength * (m / seasonLength)]; } } return forecast; } private double initialTrend() { double sum = 0; for (int i = 0; i < seasonLength; i++) { sum += (data[seasonLength + i] - data[i]); } return sum / (seasonLength * seasonLength); } private double initialSeasonalIndex() { double[] seasonAverages = new double[seasonLength]; double[] deviations = new double[data.length]; double sum = 0; // Calculate season averages for (int i = 0; i < seasonLength; i++) { int seasonCount = 0; for (int j = i; j < data.length; j += seasonLength) { seasonAverages[i] += data[j]; seasonCount++; } seasonAverages[i] /= seasonCount; } // Calculate deviations from season averages for (int i = 0; i < data.length; i++) { deviations[i] = data[i] / seasonAverages[i % seasonLength]; sum += deviations[i]; } return sum / data.length; } private double gamma() { return 1 - alpha - beta; } } ``` 使用方如下: ```java double[] data = {10, 12, 13, 12, 10, 12, 12, 14, 16, 18, 17, 15, 13, 15, 16, 18}; DoubleExponentialSmoothing des = new DoubleExponentialSmoothing(0.5, 0.1, data, 4); double[] forecast = des.forecast(4); System.out.println(Arrays.toString(forecast)); ``` 其中,`data` 是时序数据,`alpha` 是平滑系数,`beta` 是趋势系数,`seasonLength` 是季节周期,`forecast` 是预测数组,`des.forecast(4)` 表示预测 4 个
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