Math::EWMA - EWMA in object form
use Math::EWMA; my $ewma = Math::EWMA->new(alpha => $n); $ewma->ewma($value);
Implements an exponential moving average with a weight of
$alpha in object form. http://en.wikipedia.org/wiki/Moving_average
Create a new EWMA object with alpha
my $ewma = Math::EWMA->new(alpha => $n);
An alpha value of 2/(N+1) is roughly equivalent to a simple moving average of N periods
Add value to series and return the current exponential moving average
$current is the current live value
last_avg if called with no arguments.
The precision level for decimal places. Defaults to 2.
The current value of the EWMA series. If you want to continue a series from a previous time, then pass that value in during object construction:
my $ewma = Math::EWMA->new(alpha => .125, last_avg => 45.754);
Samuel Smith <email@example.com>
See http://rt.cpan.org to report and view bugs.
The source code repository for Math::EWMA can be found at https://github.com/smith153/Math-EWMA.
Copyright 2015 by Samuel Smith <firstname.lastname@example.org>.
This program is free software; you can redistribute it and/or modify it under the same terms as Perl itself.