# naginterfaces.library.rand.times_​smooth_​exp¶

naginterfaces.library.rand.times_smooth_exp(mode, n, itype, p, param, init, var, comm, statecomm, e)[source]

times_smooth_exp simulates from an exponential smoothing model, where the model uses either single exponential, double exponential or a Holt–Winters method.

For full information please refer to the NAG Library document for g05pm

https://www.nag.com/numeric/nl/nagdoc_29/flhtml/g05/g05pmf.html

Parameters
modeint

Indicates if times_smooth_exp is continuing from a previous call or, if not, how the initial values are computed.

Values for , and , for , are supplied in .

times_smooth_exp continues from a previous call using values that are supplied in [‘r’]. [‘r’] is not updated.

times_smooth_exp continues from a previous call using values that are supplied in [‘r’]. [‘r’] is updated.

nint

The number of terms of the time series being generated.

itypeint

The smoothing function.

Single exponential.

Brown’s double exponential.

Linear Holt.

Multiplicative Holt–Winters.

pint

If or , the seasonal order, , otherwise is not referenced.

paramfloat, array-like, shape

Note: the required length for this argument is determined as follows: if : ; if : ; if : ; otherwise: .

The smoothing parameters.

If or , and any remaining elements of are not referenced.

If , , , and any remaining elements of are not referenced.

If or , , , and and any remaining elements of are not referenced.

initfloat, array-like, shape

Note: the required length for this argument is determined as follows: if : ; if : ; if : ; otherwise: .

If , the initial values for , and , for , used to initialize the smoothing.

If , and any remaining elements of are not referenced.

If or , and and any remaining elements of are not referenced.

If or , , and to hold the values for , for .

Any remaining elements of are not referenced.

varfloat

The variance, of the Normal distribution used to generate the errors . If then Normally distributed errors are not used.

commdict, communication object, modified in place

Communication structure for the reference vector.

If or , this argument must have been initialized by a prior call to times_smooth_exp.

statecommdict, RNG communication object, modified in place

RNG communication structure.

This argument must have been initialized by a prior call to init_repeat() or init_nonrepeat().

efloat, array-like, shape

If and , a vector from which the errors, are randomly drawn, with replacement.

If , is not referenced.

Returns
xfloat, ndarray, shape

The generated time series, , for .

Raises
NagValueError
(errno )

On entry, .

Constraint: , or .

(errno )

On entry, .

Constraint: .

(errno )

On entry, .

Constraint: , , , or .

(errno )

On entry, .

Constraint: if or , .

(errno )

On entry, .

Constraint: .

(errno )

On entry, .

Constraint: if , .

(errno )

On entry, .

Constraint: .

(errno )

On entry, some of the elements of the array [‘r’] have been corrupted or have not been initialized.

(errno )

On entry, [‘state’] vector has been corrupted or not initialized.

(errno )

Model unsuitable for multiplicative Holt–Winter, try a different set of parameters.

Notes

times_smooth_exp returns , a realization of a time series from an exponential smoothing model defined by one of five smoothing functions:

Single Exponential Smoothing

Brown Double Exponential Smoothing

Linear Holt Exponential Smoothing