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SeriesEWMA Method

Smooths data using a exponentially weighted moving average.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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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