ExponentialMovingAverage

ExponentialMovingAverage[list,α]

gives the exponential moving average of list with smoothing constant α.

Details

Examples

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Basic Examples  (2)

Exponential moving average in symbolic form:

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Exponential moving average for numeric values:

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Scope  (4)

Generalizations & Extensions  (1)

Applications  (3)

Properties & Relations  (3)

See Also

MovingAverage  MovingMedian  FoldList

Introduced in 2007
(6.0)