三次指数平滑（java）

tripleExponentialSmoothingService.java

//一次指数平滑  y[]：待预测时间序列  n：取序列前n个数据平均数作为第一次平滑值  a:平滑因子
 double[] onesExponentialSmoothingFunction(double y[], int n, double a) {
    double[] predictSeriesList = new double[17];
    double s0 = 0.0;
    double si;
    for (int i = 0; i < n; i++) {
        s0 += y[i];
    }
    s0 = s0/n;
    predictSeriesList[0] = s0;
    for (int i = 1; i < y.length; i++) {
        si = a * y[i] +(1-a) *s0;
        predictSeriesList[i] = si;
        s0 = si;

    }
    return predictSeriesList;
}

//三次指数平滑  
public double[][] tripleExponentialSmoothingFunction(double y[],int n,double a) {
     //平滑函数列表
    double[][] SmoothList = new double[3][y.length];
     //一次平滑
    double[] onesPredict = onesExponentialSmoothingFunction(y, n, a);
    //二次平滑：在一次平滑基础上再一次平滑
    double[] twicePredict = onesExponentialSmoothingFunction(onesPredict, n, a);
    //三次平滑：在二次平滑基础上再一次平滑
    double[] triplePredict = onesExponentialSmoothingFunction(twicePredict, n, a);
    //存进二维平滑值列表
    SmoothList[0] = onesPredict;
    SmoothList[1] = twicePredict;
    SmoothList[2] = triplePredict;
    //返回平滑值列表
    return SmoothList;

}

triplePredictService.java

//三次指数平滑预测函数 ones[]：一次平滑结果 twice[]：二次平滑结果 triple[]三次平滑结果
// a 平滑因子  t 预测时间点  T 周期
public double TriplePredict(double ones[],double twice[],double triple[],double a,int t, int T){
    //求t时刻的预测值应代入t-1时刻的平滑数
    t = t - 1;
    //预测结果列表
    double ytT ;
    //定义三次指数平滑预测公式的三个系数
    double at,bt,ct;
    at = 3*ones[t] -3*twice[t]+ triple[t];
    bt = a/(2*Math.sqrt(1-a))*((6-5*a)*ones[t]-2*(5-4*a)*twice[t]+(4-3*a)*triple[t]);
    ct = a*a/(2*Math.sqrt(1-a))*(ones[t]-2*twice[t]+triple[t]);

    //三次指数平滑预测
    ytT = at + bt*T +ct*Math.sqrt(T);
    return ytT;
}

testTripleFunction.java

public static void main(String[] args) {
    //
    tripleExponentialSmoothingService t = new tripleExponentialSmoothingService();
    //
    triplePredictService p = new triplePredictService();
    //
    double[] y = new double[]{4,6.4,8,9.22,9.5,9.7,9.86,10,10.32,10.42,10.5,10.55,10.58,10.6,10.1,10.34,10.2};
    //
    double[][] predictList = t.tripleExponentialSmoothingFunction(y, 3, 0.8);
    //
    double predict = p.TriplePredict(predictList[0], predictList[1], predictList[2], 0.8, 10, 1);

    System.out.println(String.format("%.2f",predict));