Method: TimeWise::MovingAverage#exponential

Defined in:

lib/time_wise/moving_average.rb

#exponential(alpha = 0.2) ⇒ TimeWise::Base

Exponential Moving Average

Parameters:

• alpha (Float) (defaults to: 0.2) —

  The smoothing factor (between 0 and 1)

Returns:

• (TimeWise::Base) —

  A new time series with the EMA values

# File 'lib/time_wise/moving_average.rb', line 23

def exponential(alpha = 0.2)
  validate_alpha(alpha)
  result = calculate_exponential_moving_average(alpha)
  TimeWise.create(result.to_a, @ts.dates)
end