matlab指数平滑参数,三次指数平滑——matlab实现

三次指数平滑原理，见 https://blog.csdn.net/lynnucas/article/details/47830593

和https://blog.csdn.net/u010665216/article/details/78051192

%%时间：2018.5.16

%%作者：司艳玲

alpha=0.3;

beta=0.3;

gamma=0.5;

fc=12;

k=12;

%%

X=load('passengers.txt');

S=reshape(X,[144,1]);

plot(S,'r');

n=length(S);

a(1)=sum(S(1:k))/k;

b(1)=(sum(S(k+1:2*k))-sum(S(1:k)))/k^2;

s=S-a(1);

y=a(1)+b(1)+s(1);

f=zeros(144,1);

for i=1:n+fc

if i==length(S)

S(i+1)=a(end)+b(end)+s(end-k+1);

end

a(i+1)=alpha*(S(i)-s(i))+(1-alpha)*(a(i)+b(i));

b(i+1)=beta*(a(i+1)-a(i))+(1-beta)*b(i);%趋势

s(i+1)=gamma*(S(i)-a(i)-b(i))