Given the lack of replies, I'd guess that the answer is no. Searching "holt-winters julia jl" didn't turn up anything.
Your options might be: * Use RCall to call the function in R. RCall is still rather young. * Use PyCall to call a function in Python. PyCall is fairly mature. * Implement your own version in Julia. As a starting point, you can use R or Python code. The following Python code is more compatible with the MIT license used by StatsBase.jl than the R code: https://pythonhosted.org/pycast/_modules/pycast/methods/exponentialsmoothing.html#ExponentialSmoothing The best starting point might be the following MIT-licensed code in Ruby that looks pretty clean. https://github.com/cmdrkeene/holt_winters/blob/master/lib/holt_winters.rb On Tue, Apr 7, 2015 at 5:48 PM, Philip Tellis <[email protected]> wrote: > Does anyone know if there's a Holt-Winters Double-Exponential Smoothing > module for Julia? > > It's available in R: > http://astrostatistics.psu.edu/su07/R/html/stats/html/HoltWinters.html >
