showstone/exp-smoothing-java

Exp Smoothing/MA Models in Java/H2O

Time Series (Exponential Smoothing/Moving Averages)

An implementation of exponential smoothing and moving averages in Java and H2O, an open source software that scales statistics, machine learning, and math over Big Data.

In Java:

Statistical Calculations:

• Stats.java

Transformation Algorithms:

• BoxCox.java
• Transform.java

Moving Average Algorithms:

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

Stationarity Tests:

• AugmentedDickeyFuller.java

Forecasting Algorithms:

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

In H2O:

Statistical Calculations:

• StatsFrame.java

Transformations:

• TransformFrame.java
• BoxCoxFrame.java

Moving Averages:

• SimpleMovingAverageFrame.java
• CumulativeMovingAverageFrame.java
• ExponentialMovingAverageFrame .java

Forecasting Algorithms:

• SingleExpSmoothingFrame.java
• DoubleExpSmoothingFrame.java
• TripleExpSmoothingFrame.java