Exponentially Weighted Moving Models

This repo accompanies our paper and provides code and data to replicate all results.

Getting started

Simply clone the repo

Running the code

To recreate the examples, simply open and run experiments.ipynb This will generate all figures.

Citing

If you want to reference our paper in your research, please consider citing us by using the following BibTeX:

@misc{luxenberg2024ewmm,
  author = {Luxenberg, Eric and Boyd, Stephen},
  title = {Exponentially Weighted Moving Models},
  url = {https://web.stanford.edu/~boyd/papers/pdf/ewmm.pdf},
  year = {2024}
}