Exponential smoothing

Is there any package in Julia to do exponential smoothing?

Iā€™m not aware of one, but it should be a 1-liner using TimeSeries

There is https://github.com/gragusa/ExponentialSmoothing.jl. No docs, but it should work.

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Thank you. Can you write a small example of using your package?

OnlineStats does this: https://joshday.github.io/OnlineStats.jl/stable/weights/#OnlineStatsBase.ExponentialWeight


julia> using OnlineStats

julia> x = randn(100);

julia> o = Mean(weight=ExponentialWeight(.1))
Mean: n=0 | value=0.0

julia> exp_smooth = [value(fit!(o, xi)) for xi in x]