Wolfram Language & System 10.3 (2015)|Legacy Documentation
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gives the exponential moving average of list with smoothing constant α.
- The smoothing constant α is typically a number between 0 and 1, but can be any expression.
- ExponentialMovingAverage[x,α] generates a list of results in which . »
- The output from ExponentialMovingAverage[list,α] has the same length as list.
- ExponentialMovingAverage handles both numerical and symbolic data.
- ExponentialMovingAverage works with SparseArray objects. »
Introduced in 2007