移动平均指数平滑python实现

移动平均

import numpy as np

def Move_average(list, n):

    list = np.convolve(lis, np.ones(n) / n, mode='valid')
    print("移动平均: ", list)
    return list

def Std(list):

    std = np.std(list)
    print("标准差:", std)

def Smoothing_factor(list1, list2, n, nums):

    T=1.0
    a = 2*list1[-1]-list2[-1]
    b = 2/(n-1)*list1[-1]-list2[-1]
    print("平滑系数a，b分别为: ", a, b)
    X = a+b*T
    print("第%d期的预测值为:" %(nums+1), X)

if __name__ == '__main__':

    nums = 8
    n = 3
    lis = []
    lis2 = []

    for i in range(0, nums):
        lis.append(np.random.randint(100))

    lis.sort()
    print("原始列表为: ", lis)
    lis = Move_average(lis, n)
    Std(lis)
    lis2 = Move_average(lis, n)
    Smoothing_factor(lis, lis2, n, nums)

指数平滑

import numpy as np


def EMA(list, alpha):
 new_list = np.zeros(len(list))
 new_list[0] = (list[0] + list[1] + list[2]) / 3
 for i in range(1, len(list)):
  new_list[i] = alpha * new_list[i] + (1 - alpha) * new_list[i - 1]
 return new_list

if __name__ == '__main__':
 nums = 7
 alpha = 0.5
 lis = []
 for i in range(0, nums):
  lis.append(np.random.randint(100))

 print("指数平滑结果: ",EMA(lis, alpha))