Image:Triple exponential moving average weightings N=10.png
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[edit] Summary
Created by me using this gnuplot,
set terminal png size 1300, 975 # set xlabel "Days ago (0 today, 1 yesterday, etc)" 0, -2 # # something evil happens with "xtics axis", need dummy xlabel set xlabel " " 0, -2 set xrange [-0.5:39.5] set xtics axis 5 set mxtics 5 # set ylabel "Weight (percent)" # set yrange [0:8] set format y "%.1f" unset key set style fill solid 1.0 set boxwidth 0.6 relative plot "tema.data" with boxes
and the tema.data created with this perl program, also by me,
$N = 10;
$f = 1 - 2/($N+1);
$total = 0;
foreach $i (0..39) {
$value = 100.0 * (1 - $f) * (1 - $f) * (1 - $f)
* ($i + 1) * ($i + 2) / 2
* ($f ** $i);
print "$i $value\n";
$total += $value;
}
print "# total $total (should approach 100)\n";
You may, at your option, consider these bits of program as published under the GPLv2 instead of the GFDL.
[edit] Licensing
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