Data Denoising with Holt-Winters Double Exponential SmoothingΒΆ

Causal Step

This step applies the Holt-Winters Double Exponential Smoothing algorithm to denoise the input time series data.

Input Parameters

  1. One-dimensional time series data
  2. A real data smoothing parameter between 0 and 1
  3. A real trend smoothing parameter between 0 and 1

Output Parameters

  1. Denoised time series data

Workflow

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Algorithm

Holt-Winters Double Exponential Smoothing