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    expo-moving-average

    1.0.1 • Public • Published

    moving-average

    Build Status

    Online calculation of Exponential Moving Average for Node.js.

    Also suports Moving Variance, Moving Deviation and Forecast.

    The following online algorythm is implemented:

    diff := x - mean
    incr := alpha * diff
    mean := mean + incr
    variance := (1 - alpha) * (variance + diff * incr)
    forecast := mean + alpha * diff
    

    Install

    $ npm install moving-average

    Use

    var timeInterval = 5 * 60 * 1000; // 5 minutes
     
    var MA = require('moving-average');
    var ma = MA(timeInterval);
     
    setInterval(function() {
      ma.push(Date.now(), Math.random() * 500);
      console.log('moving average now is', ma.movingAverage());
      console.log('exponential moving average now is', ma.movingAverage());
      console.log('moving variance now is', ma.variance());
      console.log('moving deviation now is', ma.deviation());
      console.log('forecast is', ma.forecast());
    });

    License

    MIT

    Install

    npm i expo-moving-average

    DownloadsWeekly Downloads

    2

    Version

    1.0.1

    License

    MIT

    Last publish

    Collaborators

    • jaykshah