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[feature] Exponential Smoothing #15

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FloopCZ opened this issue Jun 15, 2018 · 0 comments
Open

[feature] Exponential Smoothing #15

FloopCZ opened this issue Jun 15, 2018 · 0 comments

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@FloopCZ
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FloopCZ commented Jun 15, 2018 •
edited

Hi, is there a way to calculate simple exponential smoothing (or exponential moving average)? That is,
s = a * x + (1 - a) * s for some 0 < a < 1
If not, would you (or anyone) be interested in PR?
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@FloopCZ