Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with exponential-smoothing
Search options not deleted
user 3617
A basic forecasting technique for time series data, optionally including trend and/or seasonality, but (usually) excluding causal influences.
24
votes
Accepted
Standard Deviation of an Exponentially-weighted Mean
You can use the following recurrent formula:
$\sigma_i^2 = S_i = (1 - \alpha) (S_{i-1} + \alpha (x_i - \mu_{i-1})^2)$
Here $x_i$ is your observation in the $i$-th step, $\mu_{i-1}$ is the estimated …
- 530