Exponential Smoothing

Results in a smoothed data series

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Dende la barra de menús:

Choose Data - Statistics - Exponential Smoothing

Dende la interfaz con llingüetes:

Choose Data - Statistics - Exponential Smoothing.

On the Data menu of the Data tab, choose Statistics - Exponential Smoothing.


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.

note

For more information on exponential smoothing, refer to the corresponding Wikipedia article.


Datos

Input Range: The reference of the range of the data to analyze.

Results to: The reference of the top left cell of the range where the results will be displayed.

Grouped By

Select whether the input data has columns or rows layout.

Open file with example:

Parámetros

Smoothing Factor: A parameter between 0 and 1 that represents the damping factor Alpha in the smoothing equation.

Exemplu

The following table has two time series, one representing an impulse function at time t=0 and the other an impulse function at time t=2.

A

B

1

1

0

2

0

0

3

0

1

4

0

0

5

0

0

6

0

0

7

0

0

8

0

0

9

0

0

10

0

0

11

0

0

12

0

0

13

0

0


The resulting smoothing is below with smoothing factor as 0.5:

Alfa

0.5

Columna 1

Columna 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


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