Variable and Fixed Interval Exponential Smoothing

2015/02/11 by Javier R. Movellan, Movellan, Javier R.
Decision Sciences · Engineering · Physics and Astronomy · #Control Systems and Identification #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.1502.03465

openalex publication_date 2015/02/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Exponential smoothers are a simple and memory efficient way to compute running averages of time series. Here we define and describe practical properties of exponential smoothers for signals observed at constant and variable intervals.

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