6 ms·
A fast Go library for exponential moving averages
- IanCal 13y agoI've submitted a pull request as there's a bug dealing with the initialisation of the average. If the value is 0, you're assuming it's uninitialised, but that's not true. A sequence of 0,0,0,0,0,0,1 is valid and should not have a final moving average of 1. More generally, it's a really bad idea to encode information in numbers like this.
- skybrian 13y agoThis is a special case of a digital filter where the weights are set to an exponential function. Apparently you can do things like tune for particular frequencies. It's a whole subfield in itself, but I found this a good introduction: http://www.dspguide.com/pdfbook.htm http://www.dspguide.com/pdfbook.htm