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