view release on metacpan or  search on metacpan

README  view on Meta::CPAN

     perl Makefile.PL
     make
     make test
     make install

DEPENDENCIES
    * perl 5.8.0

DESCRIPTION
    This module computes an exponential moving average by the following
    formula

      avg(n+1) = (1 - alpha) * new_value + alpha * avg(n)

    where alpha is a number between 0 and 1.

    That means a new value influences the average with a certain weight
    (1-alpha). That weight then exponentially vanes when other values are
    added.

  How to choose alpha?

lib/Math/EMA.pm  view on Meta::CPAN

  use Math::EMA;
  my $avg=Math::EMA->new(alpha=>0.926119, ema=>$initial_value);
  $avg->set_param($iterations, $end_weight);
  $avg->alpha=$new_alpha;
  $avg->ema=$new_value;
  $avg->add($some_value);
  my $ema=$avg->ema;

=head1 DESCRIPTION

This module computes an exponential moving average by the following formula

  avg(n+1) = (1 - alpha) * new_value + alpha * avg(n)

where alpha is a number between 0 and 1.

That means a new value influences the average with a certain weight (1-alpha).
That weight then exponentially vanes when other values are added.

=head2 How to choose alpha?