[RC5] Stats suggestion
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.
To approximate a standard 30 day average:
sf = 2/(30+1) = .0645 [approx]
todays_avg = yesterdays_avg + (.0645 * (todays_count - yesterdays_avg) )
To unsubscribe, send 'unsubscribe rc5' to majordomo at lists.distributed.net
rc5-digest subscribers replace rc5 with rc5-digest
More information about the rc5