移动平均和指数平滑

（1）简单移动平均

移动平均在TTR包中 

简单移动平均 SMA(x, n = 10, ...)

指数移动平均 EMA(x, n = 10, wilder = FALSE, ratio = NULL, ...)

        For EMA, wilder=FALSE (the default) uses an exponential smoothing ratio of 2/(n+1), while wilder=TRUE uses Welles Wilder's exponential smoothing ratio of 1/n.

双指数移动平均 DEMA(x, n = 10, v = 1, wilder = FALSE, ratio = NULL)

加权移动平均  WMA(x, n = 10, wts = 1:n, ...)

（2）HoltWinters指数平滑

HoltWinters(x, alpha = NULL, beta = NULL, gamma = NULL,

            seasonal = c("additive", "multiplicative"),

            start.periods = 2, l.start = NULL, b.start = NULL,

            s.start = NULL,

            optim.start = c(alpha = 0.3, beta = 0.1, gamma = 0.1),

            optim.control = list())

alpha为水平项，beta为趋势项，gamma为季节项。此指数平滑需设置初始值。l.start为水平初始值，b.start为趋势初始值，s.start为季节初始值。选择季节选项有additive和multiplicative.

HoltWinters也可做季节分解（看季节趋势分解）