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ExponentialMovingAverage

ExponentialMovingAverage
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.
EXAMPLESCLOSE ALL
Basic Examples   (2)
Exponential moving average in symbolic form:
Exponential moving average for numeric values:
Exponential moving average in symbolic form:
In[1]:=
Click for copyable input
Out[1]=
 
Exponential moving average for numeric values:
In[1]:=
Click for copyable input
Out[1]=
Scope   (4)
Compute exponential moving averages at machine precision:
Exponential moving averages of matrices are matrices:
Obtain results for lists of any precision:
Obtain results for smoothing coefficients of any precision:
Applications   (3)
Smooth noisy data:
Compute an exponential moving average using an initial starting value:
Compute the exponential moving average of a financial time series:
Properties & Relations   (3)
Terms of an exponential moving average satisfy a recurrence relation:
Exponential moving average with a smoothing coefficient of 0 is a constant:
Exponential moving average with a smoothing coefficient of 1 is the original list:
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