bug fix holtWinters

Author: sdBrinkmann

Project.toml

@@ -1,7 +1,7 @@
 name = "TrendDecomposition"
 uuid = "d73ad930-938d-4709-8eff-50e740f82fcd"
 authors = ["Stefan Brinkmann <sdbrinkmann@outlook.com>"]
-version = "0.5.0"
+version = "0.5.1"
 
 
 [deps]

docs/src/assets/airforecast24.png

@@ -124,8 +124,8 @@ plot([data D1 residual], layout = (5, 1), ylabel = ["y" "level" "slope" "season"
 The damping factor ``\varphi`` can be typed in julia with the keyboard as follows: \varphi`<tab>`
 ``` Julia
 
-# Forecast horizon h = 24 and damping factor \varphi = 0.95
-f2, D2, p2 = holtWinters(data, seasons, h=24, model=:mul, φ = 0.95)
+# Forecast horizon h = 24 and damping factor \varphi = 1
+f2, D2, p2 = holtWinters(data, seasons, h=24, model=:mul, φ = 1)
 
 n = length(data)
 steps = (n+1):(n+24)

docs/src/man/start.md

@@ -269,10 +269,10 @@ function holtWinters(y :: Vector, λ₁ :: Real, λ₂ :: Real, λ₃ :: Real, s
     if model == :add
          S[1:s] = maSeason(y[1:(2*s)] .- rollingAverage(y[1:(2*s)], p), s)
         for t in start:T
+            F[t] = lvl[t-1] + b[t-1] * φ + S[(t-s < 1 ? t : t-s)]
             lvl[t] = λ₁*(y[t] - S[(t-s < 1 ? t : t-s)]) + (1. - λ₁)*(lvl[t-1] + b[t-1] * φ)
             b[t] = λ₂ * (lvl[t] - lvl[t-1]) + (1. - λ₂) * b[t-1] * φ
             S[t] = λ₃ * (y[t] - lvl[t]) + (1. - λ₃) * S[(t-s < 1 ? t : t-s)]
-            F[t] = lvl[t-1] + b[t-1] * φ + S[(t-s-1 < 1 ? t-1 : t-s-1)]
         end
 
         if φ == 1.0
@@ -291,10 +291,10 @@ function holtWinters(y :: Vector, λ₁ :: Real, λ₂ :: Real, λ₃ :: Real, s
     elseif model == :mul
         S[1:s] = maSeason(y[1:(2*s)] ./ rollingAverage(y[1:(2*s)], p), s)
         for t in start:T
+            F[t] = (lvl[t-1] + b[t-1] * φ) * S[(t-s < 1 ? t : t-s)]
             lvl[t] = λ₁*(y[t] / S[(t-s < 1 ? t : t-s)]) + (1. - λ₁)*(lvl[t-1] + b[t-1] * φ)
             b[t] = λ₂ * (lvl[t] - lvl[t-1]) + (1. - λ₂) * b[t-1] * φ
             S[t] = λ₃ * (y[t] / lvl[t]) + (1. - λ₃) * S[(t-s < 1 ? t : t-s)]
-            F[t] = (lvl[t-1] + b[t-1] * φ) * S[(t-s-1 < 1 ? t-1 : t-s-1)]
         end
 
         if φ == 1.0