/* nag_tsa_uni_smooth_exp (g13amc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.0, 2024.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, ival, k, n, nf, p;
/* Double scalar and array declarations */
double ad, dv;
double *fse = 0, *fv = 0, *init = 0, *param = 0, *r = 0, *res = 0;
double *y = 0, *yhat = 0;
/* Character scalar and array declarations */
char smode[40], sitype[40];
/* NAG structures */
Nag_InitialValues mode;
Nag_ExpSmoothType itype;
NagError fail;
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_tsa_uni_smooth_exp (g13amc) Example Program Results\n");
/* Skip headings in data file */
scanf("%*[^\n] ");
/* Read in the initial arguments */
scanf("%39s%39s%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", smode, sitype, &n, &nf);
/*
* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
mode = (Nag_InitialValues)nag_enum_name_to_value(smode);
itype = (Nag_ExpSmoothType)nag_enum_name_to_value(sitype);
if (!(fse = NAG_ALLOC(nf, double)) || !(fv = NAG_ALLOC(nf, double)) ||
!(res = NAG_ALLOC(n, double)) || !(y = NAG_ALLOC(n, double)) ||
!(yhat = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the observed data */
for (i = 0; i < n; i++)
scanf("%lf ", &y[i]);
scanf("%*[^\n] ");
/* Read in the itype dependent arguments (skipping headings) */
scanf("%*[^\n] ");
if (itype == Nag_SingleExponential) {
/* Single exponential smoothing required */
if (!(param = NAG_ALLOC(1, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf("%lf%*[^\n] ", ¶m[0]);
p = 0;
ival = 1;
} else if (itype == Nag_BrownsExponential) {
/* Browns exponential smoothing required */
if (!(param = NAG_ALLOC(2, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf("%lf %lf%*[^\n] ", ¶m[0], ¶m[1]);
p = 0;
ival = 2;
} else if (itype == Nag_LinearHolt) {
/* Linear Holt smoothing required */
if (!(param = NAG_ALLOC(3, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf("%lf %lf %lf%*[^\n] ", ¶m[0], ¶m[1], ¶m[2]);
p = 0;
ival = 2;
} else if (itype == Nag_AdditiveHoltWinters) {
/* Additive Holt Winters smoothing required */
if (!(param = NAG_ALLOC(4, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf("%lf %lf %lf %lf %" NAG_IFMT "%*[^\n] ", ¶m[0], ¶m[1],
¶m[2], ¶m[3], &p);
ival = p + 2;
} else if (itype == Nag_MultiplicativeHoltWinters) {
/* Multiplicative Holt Winters smoothing required */
if (!(param = NAG_ALLOC(4, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
scanf("%lf %lf %lf %lf %" NAG_IFMT "%*[^\n] ", ¶m[0], ¶m[1],
¶m[2], ¶m[3], &p);
ival = p + 2;
} else {
printf("%s is an unknown type\n", sitype);
exit_status = -1;
goto END;
}
/* Allocate some more memory */
if (!(init = NAG_ALLOC(p + 2, double)) || !(r = NAG_ALLOC(p + 13, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the mode dependent arguments (skipping headings) */
scanf("%*[^\n] ");
if (mode == Nag_InitialValuesSupplied) {
/* User supplied initial values */
for (i = 0; i < ival; i++)
scanf("%lf ", &init[i]);
scanf("%*[^\n] ");
} else if (mode == Nag_ContinueAndUpdate) {
/* Continuing from a previously saved R */
for (i = 0; i < p + 13; i++)
scanf("%lf ", &r[i]);
scanf("%*[^\n] ");
} else if (mode == Nag_EstimateInitialValues) {
/* Initial values calculated from first k observations */
scanf("%" NAG_IFMT "%*[^\n] ", &k);
} else {
printf("%s is an unknown mode\n", smode);
exit_status = -1;
goto END;
}
/* Call the library routine to smooth the series */
nag_tsa_uni_smooth_exp(mode, itype, p, param, n, y, k, init, nf, fv, fse,
yhat, res, &dv, &ad, r, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_smooth_exp (g13amc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Display the output */
printf("Initial values used:\n");
for (i = 0; i < ival; i++)
printf("%4" NAG_IFMT " %12.3f \n", i + 1, init[i]);
printf("\n");
printf("Mean Deviation = %13.4e\n", dv);
printf("Absolute Deviation = %13.4e\n", ad);
printf("\n");
printf(" Observed 1-Step\n");
printf(" Period Values Forecast Residual\n");
for (i = 0; i < n; i++)
printf("%4" NAG_IFMT " %12.3f %12.3f %12.3f\n", i + 1, y[i], yhat[i],
res[i]);
printf("\n");
printf(" Forecast Standard\n");
printf(" Period Values Errors\n");
for (i = 0; i < nf; i++)
printf("%4" NAG_IFMT " %12.3f %12.3f \n", n + i + 1, fv[i], fse[i]);
END:
NAG_FREE(fse);
NAG_FREE(fv);
NAG_FREE(init);
NAG_FREE(param);
NAG_FREE(r);
NAG_FREE(res);
NAG_FREE(y);
NAG_FREE(yhat);
return exit_status;
}