odtuyzt / chrono-kit

An open source time series analysis library for processing, analyzing, visualising and forecasting time series data
MIT License
9 stars 6 forks source link

Implemented Simple Exponential Smoothing for issue 4 #9

Closed muguryalcin closed 1 year ago

muguryalcin commented 1 year ago

Implemented simple exponential smoothing also there are some minor changes in model.py. I've tested this model with SimpleExpSmoothing in statsmodels (using same smoothing value and optimized=False) and spotted some differences, but I don't know if my test was wrong or my implementation (implemented this using the link given in the issue).