File:Exponential moving average weights N=15.png

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This graph was created by me using the following bit of gnuplot

 

This plot was created with Gnuplot by n.

and ema.data file generated by the following bit of perl

$N = 15;
$f = 1 - 2/($N+1);

$total = 0;
foreach $i (0..20) {
  $value = (1 - $f) * ($f ** $i);
  print "$i $value\n";
  $total += $value;
}
print "# total $total (should approach 1)\n";

You may, at your option, choose to consider these two bits of program code as published under the terms of the GPLv2, instead of the GFDL.

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• to remix – to adapt the work

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• share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.

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