Exponential Smoothing

Results in a smoothed data series

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Choose Data - 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.

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

Dades

Interval d'entrada: la referència de l'interval de les dades a analitzar.

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

Agrupat per

Select whether the input data has columns or rows layout.

Paràmetres

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

Exemple

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:

Columna 1	Columna 2
Alfa
0.5
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

Sampling

Descriptive Statistics

Anàlisi de variància (ANOVA)

Correlation

Covariance

Exponential Smoothing