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danuker / holtwinters.py

Created January 30, 2015 11:58 — forked from andrequeiroz/holtwinters.py

	# Holt-Winters algorithms to forecasting
	# Coded in Python 2 by: Andre Queiroz
	# Description: This module contains three exponential smoothing algorithms. They are Holt's linear trend method and Holt-Winters seasonal methods (additive and multiplicative).
	# References:
	# Hyndman, R. J.; Athanasopoulos, G. (2013) Forecasting: principles and practice. http://otexts.com/fpp/. Accessed on 07/03/2013.
	# Byrd, R. H.; Lu, P.; Nocedal, J. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing, 16, 5, pp. 1190-1208.

	from sys import exit
	from math import sqrt
	from numpy import array