SeriesEWMA Method

Smooths data using a exponentially weighted moving average.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public Series EWMA(
	double alpha
)

Parameters

alpha  Double
Smoothing factor.

Return Value

Series
The exponentially weighted M.A. of the original series.

Remarks

When alpha = 1, the returned series is identical to the original. A commonly used value for alpha is 2 / (Count + 1).

See Also