exponentialTimeDecayedAvg

exponentialTimeDecayedAvg

Returns the exponentially smoothed weighted moving average of values of a time series at point t in time.

Syntax

Arguments

• v — Value. Integer, Float or Decimal.
• t — Time. Integer, Float or Decimal, DateTime, DateTime64.

Parameters

• x — Half-life period. Integer, Float or Decimal.

Returned values

• Returns an exponentially smoothed weighted moving average at index t in time. Float64.

Examples

Query:

Response: