statsmodels.tsa.holtwinters.SimpleExpSmoothing.fit

SimpleExpSmoothing.fit(smoothing_level=None, optimized=True)

fit Simple Exponential Smoothing wrapper(…)

Parameters:

• smoothing_level (float, optional) – The smoothing_level value of the simple exponential smoothing, if the value is set then this value will be used as the value.
• optimized (bool) – Should the values that have not been set above be optimized automatically?

Returns:

results – See statsmodels.tsa.holtwinters.HoltWintersResults

Return type:

HoltWintersResults class

Notes

This is a full implementation of the simple exponential smoothing as per [1].

References

[1] Hyndman, Rob J., and George Athanasopoulos. Forecasting: principles and practice. OTexts, 2014.