Image:Exponential moving average weights N=15.png

This graph was created by me using the following bit of gnuplot

set terminal png size 1300, 975

# set xlabel "Days ago (0 today, 1 yesterday, etc)" 0, -2
#
# something evil happens with "xtics axis", need dummy xlabel
set xlabel " " 0, -2
set xrange [-0.5:20.5]
set xtics axis 5
set mxtics 5

# set ylabel "Weight (frac)"
#
set yrange [0:0.15]
set format y "%.2f"

unset key
set style fill solid 1.0
set boxwidth 0.6 relative
plot "ema.data" with boxes

and ema.data file generated by the following bit of perl

$N = 15;
$f = 1 - 2/($N+1);

$total = 0;
foreach $i (0..20) {
  $value = (1 - $f) * ($f ** $i);
  print "$i $value\n";
  $total += $value;
}
print "# total $total (should approach 1)\n";

You may, at your option, choose to consider these two bits of program code as published under the terms of the GPLv2, instead of the GFDL.

[edit] Licensing

I, the author of this work, hereby publish it under the following licenses: {{{2}}} العربية | Česky | Deutsch | English | Español | Français | Italiano | 日本語 | 한국어 | Nederlands | Polski | Português | Slovenčina | Svenska | עברית +/- {{{2}}} You may select the license of your choice.