moving-average
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 = ;var ma = ; ;
License
MIT