Is there any package in Julia to do exponential smoothing?

OnlineStats does this: Weights · OnlineStats Docs e.g. 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]

Exponential smoothing

Specific Domains Statistics

guilhermebodin May 23, 2021, 3:57am 8

@ayushpatnaikgit GitHub - LAMPSPUC/StateSpaceModels.jl: StateSpaceModels.jl is a Julia package for time-series analysis using state-space models. has an implementation of the state space approach for exponential smoothing. Manual · StateSpaceModels.jl

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Exponential smoothing

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