boostorg / accumulators

An awesome library from Boost
http://boost.org/libs/accumulators
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[feature] Exponential Smoothing #15

Open FloopCZ opened 6 years ago

FloopCZ commented 6 years ago

Hi, is there a way to calculate simple exponential smoothing (or exponential moving average)? That is, s = a * x + (1 - a) * s for some 0 < a < 1 If not, would you (or anyone) be interested in PR?