Exponential Moving Average
npm install moving-average
Online calculation of Exponential Moving Average for Node.js.
Also suports Moving Variance, Moving Deviation and Forecast.
The following online algorithm is implemented:
``
diff := x - mean
incr := alpha * diff
mean := mean + incr
variance := (1 - alpha) (variance + diff incr)
forecast := mean + alpha * diff
`bash`
$ npm install moving-average
`javascript
var timeInterval = 5 60 1000; // 5 minutes
var MA = require('moving-average');
var ma = MA(timeInterval);
setInterval(function() {
ma.push(Date.now(), Math.random() * 500);
console.log('moving average now is', ma.movingAverage());
console.log('moving variance now is', ma.variance());
console.log('moving deviation now is', ma.deviation());
console.log('forecast is', ma.forecast());
});
``
MIT