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ExponentialMovingAverage

ExponentialMovingAverage[list,

]
gives the exponential moving average of list with smoothing constant

.

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The smoothing constant is typically a number between 0 and 1, but can be any expression.

ExponentialMovingAverage[x, ] generates a list of results in which . »

The output from ExponentialMovingAverage[list, ] has the same length as list.

ExponentialMovingAverage handles both numerical and symbolic data.

ExponentialMovingAverage works with SparseArray objects. »

Basic Examples (2)

Exponential moving average in symbolic form:

Exponential moving average for numeric values:

Generalizations & Extensions (1)

Applications (3)

Properties & Relations (3)

MovingAverage MovingMedian FoldList

Data Transforms and Smoothing

Signal Processing

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