TimeSeries

TimeSeries / ExponentialMovingAverage / 0.1.0

README.md
Takes a time series and returns the exponential moving average (http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average). This can be used to smooth or denoise a time series. The user can optionally supply an alpha parameter (specifying how heavily the past is weighted) as second argument. If not supplied a default of 0.5 is used.