Class MovingAverage

Implements exponential moving average. Ported from moving-average.

See

Index

Constructors

Properties

deviation forecast movingAverage variance

Methods

Constructors

constructor

new MovingAverage(timeSpan: number): MovingAverage
Parameters
- timeSpan: number
Returns MovingAverage
- Defined in packages/utils/src/moving-average.ts:15

Properties

deviation

deviation: number

forecast

forecast: number

movingAverage

movingAverage: number

variance

variance: number

Methods

alpha

alpha(t: number, pt: number): number
Parameters
- t: number
- pt: number
Returns number
- Defined in packages/utils/src/moving-average.ts:23

push

push(value: number, time?: number): void
Parameters
- value: number
- time: number = ...
Returns void
- Defined in packages/utils/src/moving-average.ts:27