def exsmooth()

in afa/core.py [0:0]

• 14 lines of code
• 7 McCabe index (conditional complexity)

def exsmooth(y, horiz, **kwargs):
    """
    """

    alpha = kwargs.get("alpha", 0.2)

    if len(y) > 8:
        y = np.trim_zeros(y, trim ='f')
    if len(y) == 0:
        y = np.zeros(1)
        
    extra_periods = horiz-1

    f = [y[0]]

    # Create all the m+1 forecast
    for t in range(1,len(y)-1):
        f.append((1-alpha)*f[-1]+alpha*y[t])

    # Forecast for all extra months
    for t in range(extra_periods):
        # Update the forecast as the last forecast
        f.append(f[-1])    

    yp = np.array(f[-horiz:]).clip(0)

#   if use_log:
#       yp = np.exp(yp)

    return yp