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Data Transforms and Smoothing
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ExponentialMovingAverage
BUILT-IN MATHEMATICA SYMBOL
ExponentialMovingAverage
ExponentialMovingAverage[list,
]
gives the exponential moving average of list with smoothing constant
.
DetailsDetails
- 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. »
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