ExponentialMovingAverage

ExponentialMovingAverage[list, α] gives the exponential moving average of list with smoothing constant α.

Examples

Compute exponential moving average:

ExponentialMovingAverage[{1, 2, 3, 4, 5}, 0.5]
(* {1, 1.5, 2.25, 3.125, 4.0625} *)

Compare with different smoothing constants:

data = {1, 3, 2, 5, 4};
{ExponentialMovingAverage[data, 0.2], ExponentialMovingAverage[data, 0.8]}

Please visit the official Wolfram Language Reference for more details.