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MovingAverage
MovingMedian
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ExponentialMovingAverage
ExponentialMovingAverage
[
list
,
]
gives the exponential moving average of
list
with smoothing constant
.
MORE INFORMATION
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.
»
EXAMPLES
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Basic Examples
(2)
Exponential moving average in symbolic form:
In[1]:=
Out[1]=
Exponential moving average for numeric values:
In[1]:=
Out[1]=
Scope
(4)
Generalizations & Extensions
(1)
Applications
(3)
Properties & Relations
(3)
SEE ALSO
MovingAverage
MovingMedian
FoldList
MORE ABOUT
Data Transforms and Smoothing
Signal Processing
New in 6.0: Numerical Data Handling
New in 6.0: Statistics
New in 6
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