If it helps I found a java implementation http://openforecast.sourceforge.net/docs/net/sourceforge/openforecast/models/SimpleExponentialSmoothingModel.html dfrusdn commented on Dec 27, 2013 dfrusdn on Dec 27, 2013 Also found Holts Winters algorithm in python (about 60 lines) http://adorio-...
# Calculating smoothing factor alpha=2/(1+window_size) # Exponential average at timestamp t moving_average=0.0 fori,stock_priceinenumerate(stock_prices): ifi<=window_size: # Assigning simple moving average till the window_size for the first time ...