Re:A fast Go library for exponential moving averages
by IanCal on Tuesday July 23, 2013 @04:02PM
(#6092549)
I've submitted a pull request as there's a bug dealing with the initialisation of the average.
If the value is 0, you're assuming it's uninitialised, but that's not true. A sequence of 0,0,0,0,0,0,1 is valid and should not have a final moving average of 1.
More generally, it's a really bad idea to encode information in numbers like this.
If the value is 0, you're assuming it's uninitialised, but that's not true. A sequence of 0,0,0,0,0,0,1 is valid and should not have a final moving average of 1.
More generally, it's a really bad idea to encode information in numbers like this.