statsmodels/statsmodels — pull request #1278 by dfrusdn (2013-12-30 08:54:58+00:00)
Title: Single Exponential Smoothning

Since I somehow deleted the last file but still have the code I decided to start from scratch and make the code in Pep8 style and focus on each individual Exponential smoothing (single double and triple) separately.

This code works good and can forecast for x amount of periods ahead using a bootstrapping method.

Improvements that are needed: .
*An solver for the alpha value using mean square error something like`sum(y-wdata)/len(y)`

*the Summary part needs RMS, Sum of squares residuals, AIC/AICc/BIC, Log-Likelihood, Swartz Criterion, average mean square error, Hanna-Quinn.

Here is what Eviews uses
http://www.eviews.com/EViews8/ev8ecets_n.html

Here is a set of test data to try
```
############Test######################
y = [47, 36, 12, 4, 84, 26, 37, 40, 72, 22]
print 'Exp=', ExpSmoothing(y, .5)

###forcasting
print 'forcast 10=', ExpSmoothing(y, .5, forecast = 10)
```

There is also working code in the answers to test against (without forcasting) here:
http://stackoverflow.com/questions/12726432/using-python-for-time-series-analysis-and-forecasting