public class ExponentiallyWeightedMovingAverage
extends java.lang.Object
Constructor | Description |
---|---|
ExponentiallyWeightedMovingAverage(double alpha,
double initialAvg) |
Create a new EWMA with a given
alpha and initialAvg . |
Modifier and Type | Method | Description |
---|---|---|
void |
addValue(double newValue) |
|
double |
getAverage() |
public ExponentiallyWeightedMovingAverage(double alpha, double initialAvg)
alpha
and initialAvg
. A smaller alpha means
that new data points will have less weight, where a high alpha means older data points will
have a lower influence.