public final class EWMA
extends java.lang.Object
implements scala.Product, scala.Serializable
http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
An EWMA only needs the most recent forecast value to be kept, as opposed to a standard moving average model.
param: alpha decay factor, sets how quickly the exponential weighting decays for past data compared to new data, see http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
param: value the current exponentially weighted moving average, e.g. Y(n - 1), or, the sampled value resulting from the previous smoothing iteration. This value is always used as the previous EWMA to calculate the new EWMA.
Constructor and Description |
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EWMA(double value,
double alpha) |
Modifier and Type | Method and Description |
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double |
alpha() |
abstract static boolean |
canEqual(java.lang.Object that) |
abstract static boolean |
equals(java.lang.Object that) |
abstract static int |
productArity() |
abstract static java.lang.Object |
productElement(int n) |
static scala.collection.Iterator<java.lang.Object> |
productIterator() |
static java.lang.String |
productPrefix() |
double |
value() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
public abstract static boolean canEqual(java.lang.Object that)
public abstract static boolean equals(java.lang.Object that)
public abstract static java.lang.Object productElement(int n)
public abstract static int productArity()
public static scala.collection.Iterator<java.lang.Object> productIterator()
public static java.lang.String productPrefix()
public double value()
public double alpha()