In my previous post I said I was using the standard formula for the exponentially weighted moving average. This is not entirely true because the standard formula uses a complementary smoothing constant (α = 1 − a) which allows you to write the formula as an incremental adjustment to the previous value.

It's also possible to express the standard unweighted mean in a similar manner.

I was quite pleased when I found out about this analogy :-)

(Thanks to wikipedia for rendering the maths.)

⇐ 2009-01-27
⇐ Luck or judgment?
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⇒ Impressive display of security clue from the Student Loans Company
⇒ 2009-02-05
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