Exponential Smoothing
Results in a smoothed data series
Exponential smoothing is a filtering technique that when applied to a data set, produces smoothed results. It is employed in many domains such as stock market, economics and in sampled measurements.
For more information on exponential smoothing, refer to the corresponding Wikipedia article.
Parameters
Smoothing Factor: A parameter between 0 and 1 that represents the damping factor Alpha in the smoothing equation.
The resulting smoothing is below with smoothing factor as 0.5:
|
Alpha |
|
|
0.5 |
|
|
Column 1 |
Column 2 |
|
1 |
0 |
|
1 |
0 |
|
0.5 |
0 |
|
0.25 |
0.5 |
|
0.125 |
0.25 |
|
0.0625 |
0.125 |
|
0.03125 |
0.0625 |
|
0.015625 |
0.03125 |
|
0.0078125 |
0.015625 |
|
0.00390625 |
0.0078125 |
|
0.001953125 |
0.00390625 |
|
0.0009765625 |
0.001953125 |
|
0.0004882813 |
0.0009765625 |
|
0.0002441406 |
0.0004882813 |