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.

note

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


Datuak

Sarrera-barrutia: Analizatuko den datu-barrutiaren erreferentzia.

Emaitzak hemen:: Emaitzak bistaratzeko erabiliko den barrutiaren goi ezkerreko gelaxkaren erreferentzia.

Honen arabera elkartuta:

Hautatu sarrerako datuek zutabeen edo errenkaden diseinua duten.

Parametroak

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

Adibidea

Hurrengo taulak bi denbora-serie ditu, batak t=0 denborako bulkada-funtzio bat ordezkatzen du, eta besteak t=2 denborako bulkada-funtzio bat.

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:

Alpha

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


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