I played around with moving averages, but for an iterative algorithm and low memory requirements (storing a lot of values), exponential smoothing seems the way to go. To calculate the smoothed value over time I came up with this monster: smooth(t,x,w) = getindex.( accumulate( (a,b)->(b[1],(a…

Exponential smoothing for non-constant time steps

rafael.guerra October 12, 2024, 10:34pm 2

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