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Category Archives: Time Series
Exponential Smoothing in q/KDB+
The formula for exponential smoothing is : S(1) = Y(0) S(t) = Alpha * Y(t) + (1-Alpha) S(t-1) 1) The corresponding solution in Q is : es:{{(x*z)+(1-x)*y}[x]\[y]} where, x is the smoothing factor(Alpha) and y is the list containing the … Continue reading