Variable and Fixed Interval Exponential Smoothing
Machine Learning
2015-02-13 v1 Optimization and Control
Abstract
Exponential smoothers are a simple and memory efficient way to compute running averages of time series. Here we define and describe practical properties of exponential smoothers for signals observed at constant and variable intervals.
Keywords
Cite
@article{arxiv.1502.03465,
title = {Variable and Fixed Interval Exponential Smoothing},
author = {Javier R. Movellan},
journal= {arXiv preprint arXiv:1502.03465},
year = {2015}
}