Holt-Winters Exponential Smoothing

tlcconsult has asked for the wisdom of the Perl Monks concerning the following question:

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Re: Holt-Winters Exponential Smoothing by Limbic~Region (Chancellor) on Mar 06, 2009 at 18:03 UTC
tlcconsult, I found that searching CPAN for "smoothing" turned up a number of results but that adding "winters" for instance turned up 0. Perhaps that means that none of them implement the specific algorithm you want but you might want to double check as CPAN search is far from perfect. I did do a google code search and it implies that rrdtool has what you want (I didn't verify) or alternatively you could use the perl bindings to R and run it there. Cheers - L~R	[reply]
Re: Holt-Winters Exponential Smoothing by kennethk (Abbot) on Mar 06, 2009 at 17:55 UTC
While I personally have no experience with any of these modules or stock modeling in general, it looks to me like Math::Business::RSI implements something kinda like what you want. Worst case scenario, it should give you some helpful source material. You may want to check out Math::Business, specifically Math::Business::StockMonkey and Math::Business::StockMonkey::Cookbook for some possibly helpful code as well.	[reply]