Moving Average Filter and Exponential Filter

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Nathan Jaqua
Nathan Jaqua 2021년 2월 14일
답변: Star Strider 2021년 2월 14일
I have the following values:
29390.71
28995.66
29286.92
29388.58
29048.73
28696.74
28319.65
28813.04
I need to take these values and desgin a 10 days Moving Average Filter and then plot the original data and the filtered data in the same plot. I then need to do the same but with an exponential filter with the parameter alpha = 0.1.
Some help would be appreciated.

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답변 (1개)

Star Strider
Star Strider 2021년 2월 14일
See Moving-Average Filter in the filter function documentation. The exponential filter is a version of this same approach.

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