[RC5] Stats suggestion

Kelly Byrd kbyrd at rotor.net
Fri Jan 5 11:46:41 EST 2001


I've used this version of the formula. Some parentheses added for clarity.

todays_avg = yesterdays_avg + (sf * (todays_count - yesterdays_avg) )

sf is the "smoothing factor". Calculate it using:  2 / (n+1)
Where "n" is the equivalent number of days in a standard moving average.
Picking k1 like this only approximates a standard moving average, but it's
close. Never found a "half-life" formula.

Example:
To approximate a standard 30 day average:

sf = 2/(30+1) = .0645 [approx]
todays_avg = yesterdays_avg + (.0645 * (todays_count - yesterdays_avg) )
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