ExponentialMovingAverage
ExponentialMovingAverage
ExponentialMovingAverage[list,α]
gives the exponential moving average of list with smoothing constant α.
Details
- 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 and TemporalData objects. »
Examples
open all close allBasic Examples (2)
Scope (4)
Generalizations & Extensions (2)
Applications (3)
Wolfram Research (2007), ExponentialMovingAverage, Wolfram Language function, https://reference.wolfram.com/language/ref/ExponentialMovingAverage.html.
Text
Wolfram Research (2007), ExponentialMovingAverage, Wolfram Language function, https://reference.wolfram.com/language/ref/ExponentialMovingAverage.html.
CMS
Wolfram Language. 2007. "ExponentialMovingAverage." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/ExponentialMovingAverage.html.
APA
Wolfram Language. (2007). ExponentialMovingAverage. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/ExponentialMovingAverage.html