Performs exponential average on a univariate or multivariate (vector) time series. This VI returns a smoothed time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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TSA Exponential Average Details

This VI uses the exponential weighting scheme to produce a smoothed time series. This VI computes the averaged values by assigning exponentially decreasing weights to the old values in the original time series according to the following equation:

Xa(i) = aXt(i-1) + a(1-a)Xt(i-2) + a(1-a)²Xt(i-3) +…

where a is the level weight for level cumulant Xa, Xa is the averaged time series, and Xt is the original time series.

Examples

Refer to the Exponential Smoothing VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Exponential Average VI.