EWMA Calculator v2.0

EWMA calculates the exponentially weighted moving average of a data feed. This is generated from a set of data which may be constrained by the maximum age of samples, or unconstrained, and a single weighting value. This weighting is the weight to give the most recent value. The next value is then given the weighting weight * (1-weight).

Description

The next value is given the weighting weight * (1-weight)2 and so on, and a weighting of (1-weight)number of samples obtains the mean.

To make this block available to your scenario, you must add the Analytic APIs bundle to your project.

Parameters

Parameter | Description |

duration | The maximum age in seconds for samples, or 0 if all samples should be used to calculate the EWMA. |

weight | The weight of the most recent sample. Must be greater than 0 and less than or equal to 1. |

Operations

Operation | Description |

start | Starts the calculation of weightings. Must be called before the calculator will generate any statistics. |

stop | Stops the calculation of further weightings. Any subsequent input feeds are ignored. |

clear | Clears the current data set. |

Input feeds

Feed | Fields | Description |

data | value | The feed of values. |

Output feeds

Feed | Fields | Description |

ewma | value | The exponentially-weighted average. |

samples | The number of samples that have been used to produce the average value. |

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