FilterEx.ExpAverage (filter_ex v0.2.4)

Simple exponential moving average.

Examples

iex> exp_filter = %FilterEx.ExpAverage{alpha: 0.2, value: 0.0}
...> {exp_filt, eps} = exp_filter |> FilterEx.ExpAverage.update(1.2)
{%FilterEx.ExpAverage{alpha: 0.2, value: 0.24}, 0.24}

iex> %{random_data: random_data} = FilterExTest.generate_data(3)
...> exp_filter = %FilterEx.ExpAverage{alpha: 0.2, value: 22.0}
...> {exp_filt, eps} = exp_filter |> FilterEx.ExpAverage.filter(random_data)
{%FilterEx.ExpAverage{alpha: 0.2, value: 25.450578740346586}, [21.647465048364356, 21.30137413642628, 21.063182022003538, 22.841878849653416, 24.293343765404888, 25.450578740346586]}

Summary

Functions

Link to this function

filter(self, value)

Link to this function

update(self, y)