Exponential Moving Average

This applies to: Managed Dashboards, Managed Reports

The Exponential Moving Average, or exponentially weighted moving average (EWMA), function computes the average of a set of input values over a specified number of periods. In this function, a greater weight is given to more recent data. This function can be used to smooth a data series, which helps to reduce noise and make it easier to spot data trends.

The mathematical formula being calculated is as follows:

Where EWMA0 is the mean of historical data, Y is the value, n is the number of periods, and λ is the weight constant, which is set to 2 / (n +1). You can find more information from the National Institute of Standards and Technology.

Syntax

EXPMOVAVG(d0,s0,Alignment)

Input

The Exponential Moving Average function requires the following input:

• d0 - The set of data values for which the Exponential Moving Average is calculated.

Parameters

The Exponential Moving Average function requires the following parameters:

• s0 - The number of periods to use in the calculation. The default value is 10.

• Alignment (Optional) - Hierarchy placeholder to be used as the alignment axis.

Output

The Exponential Moving Average function generates the following output:

• Exponential Moving Average - The Exponential Moving Average result set.

For more information, see:

• Adding Formulas

• Moving Average

• Weighted Moving Average