Function library
Joule math functions
Averages
Exponential Moving Average
An exponential moving average (EMA), also known as an exponentially weighted moving average (EWMA),[5] is a first-order infinite impulse response filter that applies weighting factors which decrease exponentially. The weighting for each older datum decreases exponentially, never reaching zero. This formulation is according to Hunter (1986) [wikipedia].
Attribute | Description | Data Type | Required |
---|---|---|---|
fields | Fields to calculated from the event | String[] | |
event history | Number of rolling events to stored and used for the calculation | Integer | |
assign prefix | String Default: Function postfix |
Weighted Moving Average
A weighted average is an average that has multiplying factors to give different weights to data at different positions in the sample window. Mathematically, the weighted moving average is the convolution of the data with a fixed weighting function [wikipedia].
Simple Moving Average
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