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sdes-simple

Input Stack:
expr: TimeSeriesExpr
 ⇨ Output Stack:
TimeSeriesExpr

Apply sliding double exponential smoothing using simple default parameters. This is a convenience operator that provides deterministic DES functionality with reasonable defaults, offering better stability than the standard :des-simple operator.

Parameters

  • expr: The time series expression to apply sliding double exponential smoothing to

Default Configuration

This operator is equivalent to calling :sdes with these default parameters:

  • Training: 10 data points
  • Alpha: 0.1 (level smoothing factor)
  • Beta: 0.5 (trend smoothing factor)

Equivalent Expression

This convenience operator is shorthand for:

# These expressions are equivalent:
name,cpu,:eq,:sum,:sdes-simple
name,cpu,:eq,:sum,:dup,10,0.1,0.5,:sdes

Examples

Basic sliding DES smoothing with default parameters:

BeforeAfter
name,sps,:eq,
:sum

name,sps,:eq,
:sum,
:sdes-simple
  • :sdes - Full sliding DES with custom parameters
  • :des-simple - Standard DES equivalent (less stable)
  • :des-fast - DES helper for quick adaptation
  • :sdes-fast - Sliding DES optimized for quick adaptation

See Also