exponentialTimeDecayedSum

exponentialTimeDecayedSum

Returns the sum of exponentially smoothed moving average values of a time series at the index t in time.

Syntax

Arguments

• v — Value. Integer, Float or Decimal.
• t — Time. Integer, Float or Decimal, DateTime, DateTime64.

Parameters

• x — Time difference required for a value's weight to decay to 1/e. Integer, Float or Decimal.

Returned values

• Returns the sum of exponentially smoothed moving average values at the given point in time. Float64.

Example

Query:

Result: