Old 11-02-07 | 12:41 PM
  #24  
Andrew Coggan
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Joined: Nov 2007
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Originally Posted by Enthalpic
If you are willing to post the full equation including any weighting factors or constants used I would be happy to update the graphs some time in the next day or two. I am genuinely interested in making a valid comparison.
My bad; I would have thought that simply stating "exponentially-weighted moving average" and providing the time constants would be enough. I say that because of the widespread use of such averages in, e.g., financial circles.

Anyway, this Wikipedia entry describes how to calculate an exponentially-weighted moving average:

http://en.wikipedia.org/wiki/Weighte...moving_average

and you already know the default time constants, so it seems to me that you should be good to go...
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