exp-smoothing-java

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Exponential Smoothing & Moving Average Models Implemented in Java

An implementation of exponential smoothing and moving averages in Java

Java Implementation:

Statistical Calculations:

• Stats.java

Transformation Algorithms:

• BoxCox.java
• Transform.java

Moving Average Algorithms:

• SimpleMovingAverage.java
• CumulativeMovingAverage.java
• ExponentialMovingAverage.java

Stationarity Tests:

• AugmentedDickeyFuller.java

Exponential Smoothing Algorithms:

• TripleExponentialSmoothing.java
• DoubleExponentialSmoothing.java
• SingleExponentialSmoothing.java