Re: simplest way to do exponential moving average?

2023-10-02 Thread Reuven Lax via user
On Mon, Oct 2, 2023 at 2:00 AM Jan Lukavský wrote: > Hi, > > this depends on how exactly you plan to calculate the average. The > original definition is based on exponentially decreasing weight of more > distant (older if time is on the x-axis) data points. This (technically) > means that this

Re: simplest way to do exponential moving average?

2023-10-02 Thread Kenneth Knowles
Just to be pedantic about it: Jan's approach is preferred because it would be much more _parallel_. Any actual computation that depends on everything being in order is by definition not parallel (nothing to do with Beam). Kenn On Mon, Oct 2, 2023 at 5:00 AM Jan Lukavský wrote: > Hi, > > this

Re: simplest way to do exponential moving average?

2023-10-02 Thread Jan Lukavský
Hi, this depends on how exactly you plan to calculate the average. The original definition is based on exponentially decreasing weight of more distant (older if time is on the x-axis) data points. This (technically) means that this average at any point X1 depends on all values X0 <= X1. This