Closed sigvaldm closed 5 years ago
EMA-filter does not support varying time-step. Hints available here: https://stackoverflow.com/questions/1023860/exponential-moving-average-sampled-at-varying-times#1027808
http://www.eckner.com/papers/Algorithms%20for%20Unevenly%20Spaced%20Time%20Series.pdf#cite.Mue91
http://citeseerx.ist.psu.edu/viewdoc/citations;jsessionid=D73BEF62FA08EE48FCFF7B32A317043A?doi=10.1.1.324.6082
Implemented.
EMA-filter does not support varying time-step. Hints available here: https://stackoverflow.com/questions/1023860/exponential-moving-average-sampled-at-varying-times#1027808