All posts by cjohnson318

Smoothing with Exponentially Weighted Moving Averages

A moving average takes a noisy time series and replaces each value with the average value of a neighborhood about the given value. This neighborhood may consist of purely historical data, or it may be centered about the given value. Furthermore, the values in the neighborhood may be weighted using different sets of weights. Here is an example of an equally weighted three point moving average, using historical data,

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