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arxiv: 1502.03465 · v1 · pith:S2MPL4QHnew · submitted 2015-02-11 · 📊 stat.ML · math.OC

Variable and Fixed Interval Exponential Smoothing

classification 📊 stat.ML math.OC
keywords exponentialsmoothersvariableaveragescomputeconstantdefinedescribe
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Exponential smoothers are a simple and memory efficient way to compute running averages of time series. Here we define and describe practical properties of exponential smoothers for signals observed at constant and variable intervals.

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