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aa998.txt

Associated article: Discontiguous Exponential Averaging

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Published source code accompanying the column by John C. Gunther in which he examines how common approaches to exponentially decaying averages are fundamentally flawed. John takes a close look at this standard technique and shows how to mend it.

					Algorithm Alley
by John C. Gunther

Listing One
ewInitialize(ew, alpha, firstData) {
  assert(0 <= alpha < 1)
  ew.alpha = alpha
  ew.average = firstData
}
ewUpdate(ew, newData) {  
  ew.average = ew.alpha*ew.average + (1-ew.alpha)*newData
}

Listing Two
ewInitialize(ew, alpha) {
  assert(0 &...
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