<p>Hi.
Im looking for a library to determine alpha,beta and gamma of a holt winters triple smooth forecast.
the only library that i found needed fortran, im looking for something made in pure go that can do the job. </p>
<p>Reading about optimizators in some python examples they used fmin_l_bfgs_b, but may be others functions that can be better for this role and maybe already implemented in go.</p>
<p>thanks in advance</p>
<hr/>**评论：**<br/><br/>justinisrael: <pre><p>"holt winters triple smooth" sounds like an awesome beer</p></pre>ChristophBerger: <pre><p>In this case we definitely need a Go library for that! </p>
<pre><code>func GetBeer() HoltWintersTripleSmooth, error {
...
}
</code></pre></pre>egonelbre: <pre><p>You can use <a href="https://github.com/golang/go/tree/master/misc/cgo/fortran" rel="nofollow">Fortran</a> with Go.</p></pre>ChristophBerger: <pre><blockquote>
<p>the only library that i found needed fortran</p>
</blockquote>
<p>How difficult and/or time-consuming would it be to implement the Fortran parts in Go? (Perhaps with help of <a href="https://github.com/gonum" rel="nofollow"><code>gonum</code></a>)</p></pre>neoyagami: <pre><p>i know nothing of Fortran so it might be impossible right now.</p>
<p>and gonum implments L-BFGS but no L-BFGS-B (which is what I need to determine alpha beta and gamma) :( </p></pre>ChristophBerger: <pre><p>Is L-BFGS-B available as a C library? (Go can call into C libs.)</p>
<p>Another option could be to port L-BFGS-B from a language other than Fortran. </p>
<p>Or write a Python program around the Python library that you found. The program can calculate all the required data, and your Go program then can pick up that data. (E.g. via stdin/stdout pipe, a file,...)</p>
<p>Sorry that I can not provide something more helpful..</p></pre>neoyagami: <pre><p>I found a single c file implementing L-BFGS-B so looks like i will port it from there, thanks. I will upload it to gotghub once done</p></pre>ChristophBerger: <pre><p>Great! Good luck.</p></pre>howeman: <pre><p>You can use a barrier method pretty easily with lbfgs. We're working on constrained optimization, but it's a lot of work.</p></pre>howeman: <pre><p>Ask on gonum dev if you'd like clearer help!</p></pre>lukins: <pre><p><a href="https://docs.influxdata.com/influxdb/v1.0/query_language/functions/#holt-winters" rel="nofollow">Holt Winters</a> is implemented in Influxdb in Go. Not sure about the triple smoothing part.</p></pre>neoyagami: <pre><p>Holt Winters is triple smooth . thanks I will check the source code thanks</p></pre>
