Friday, April 30, 2021

Math: Simple technique to implement moving averages in Java, C or C++

 The oneline solution is:

accumulator = (alpha * new_value) + (1.0 - alpha) * accumulator

Accummulator - holds the value being tracked
alpha - value between 0 and 1.

The more aggressive the alpha (closer to 1) the  faster the moving average adapts to the recent values. This is an exponential moving average.