An exponential moving average, also known as an exponentially weighted moving average and abbreviated EMA or EWMA, is a moving filter that applied weights to older values in a time series that decrease exponentially.
Exponential Moving Average
See also
Moving AverageExplore with Wolfram|Alpha
References
NIST/SEMATECH. "Single Exponential Smoothing." §6.4.3.1 in NIST/SEMATECH e-Handbook of Statistical Methods. https://www.itl.nist.gov/div898/handbook/pmc/section4/pmc431.htm.NIST/SEMATECH. "EWMA Control Charts." §6.3.2.4 in NIST/SEMATECH e-Handbook of Statistical Methods. https://www.itl.nist.gov/div898/handbook/pmc/section3/pmc324.htm.Referenced on Wolfram|Alpha
Exponential Moving AverageCite this as:
Weisstein, Eric W. "Exponential Moving Average." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ExponentialMovingAverage.html