Eksponentsilumine

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.

note

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


Andmed

Vahemik: ala, mis sisaldab andmeid, mida tuleb analüüsida.

Tulemused: viide lahtrivahemiku, kuhu tulemused väljastatakse, ülemisele vasakpoolsele lahtrile.

Rühmitamine

Vali, kas sisendandmed paiknevad veergudes või ridades.

Parameetrid

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

Näide

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

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


Palun toeta meid!