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 copyright holder of this work, hereby publish it under the following licenses: Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation license, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled "GNU Free Documentation license". Aragonés | العربية | Asturianu | Български | বাংলা | ইমার ঠার/বিষ্ণুপ্রিয়া মণিপুরী | Brezhoneg | Bosanski | Català | Cebuano | Česky | Dansk | Deutsch | Ελληνικά | English | Esperanto | Español | Eesti | Euskara | فارسی | Suomi | Français | Gaeilge | Galego | עברית | Hrvatski | Magyar | Bahasa Indonesia | Ido | Íslenska | Italiano | 日本語 | ქართული | ភាសាខ្មែរ | 한국어 | Kurdî / كوردی | Latina | Lëtzebuergesch | Lietuvių | Bahasa Melayu | Nnapulitano | Nederlands | ‪Norsk (nynorsk)‬ | ‪Norsk (bokmål)‬ | Occitan | Polski | Português | Română | Русский | Slovenčina | Slovenščina | Shqip | Српски / Srpski | Svenska | తెలుగు | ไทย | Türkçe | Українська | اردو | Tiếng Việt | Volapük | Yorùbá | ‪中文(中国大陆)‬ | ‪中文(台灣)‬ | +/- This file is licensed under the Creative Commons Attribution ShareAlike license versions 2.5, 2.0, and 1.0 العربية | Български | Català | Česky | Dansk | Deutsch | English | Español | Euskara | فارسی | Français | עברית | Italiano | 日本語 | 한국어 | Lietuvių | Nederlands | Polski | Português | Русский | Svenska | தமிழ் | Türkçe | 中文 | 中文 | +/- You may select the license of your choice.

• Moving average