# -*- coding: utf-8 -*-
'''
Exponential smooth(指数平滑)的手工实现(无第三方库)
Author : Kabuto_hui
Date : 2018.04.19
'''
#指数平滑算法
def exponential_smoothing(alpha, s):
'''
一次指数平滑
:param alpha: 平滑系数
:param s: 数据序列, list
:return: 返回一次指数平滑模型参数, list
'''
s_temp = [0 for i in range(len(s))]
s_temp[0] = ( s[0] + s[1] + s[2] ) / 3
for i in range(1, len(s)):
s_temp[i] = alpha * s[i] + (1 - alpha) * s_temp[i-1]
return s_temp
def compute_single(alpha, s):
'''
一次指数平滑
:param alpha: 平滑系数
:param s: 数据序列, list
:return: 返回一次指数平滑模型参数, list
'''
return exponential_smoothing(alpha, s)
def compute_double(alpha, s):
'''
二次指数平滑
:param alpha: 平滑系数
:param s: 数据序列, list
:return: 返回二次指数平滑模型参数a, b, list
'''
s_single = compute_single(alpha, s)
s_double = compute_single(alpha, s_single)
a_double = [0 for i in range(len(s))]
b_double = [0 for i in range(len(s))]
for i in range(len(s)):
a_double[i] = 2 * s_single[i] - s_double[i] #计算二次指数平滑的a
b_double[i] = (alpha / (1 - alpha)) * (s_single[i] - s_double[i]) #计算二次指数平滑的b
return a_double, b_double
def compute_triple(alpha, s):
'''
三次指数平滑
:param alpha: 平滑系数
:param s: 数据序列, list
:return: 返回三次指数平滑模型参数a, b, c, list
'''
s_single = compute_single(alpha, s)
s_double = compute_single(alpha, s_single)
s_triple = exponential_smoothing(alpha, s_double)
a_triple = [0 for i in range(len(s))]
b_triple = [0 for i in range(len(s))]
c_triple = [0 for i in range(len(s))]
for i in range(len(s)):
a_triple[i] = 3 * s_single[i] - 3 * s_double[i] + s_triple[i]
b_triple[i] = (alpha / (2 * ((1 - alpha) ** 2))) * ((6 - 5 * alpha) * s_single[i] - 2 * ((5 - 4 * alpha) * s_double[i]) + (4 - 3 * alpha) * s_triple[i])
c_triple[i] = ((alpha ** 2) / (2 * ((1 - alpha) ** 2))) * (s_single[i] - 2 * s_double[i] + s_triple[i])
return a_triple, b_triple, c_triple
if __name__ == "__main__":
alpha = 0.8
data = [i for i in range(100)]
sigle = compute_single(alpha, data)
print(alpha * data[-1] + (1 - alpha) * sigle[-1])