Re:A fast Go library for exponential moving averages
by skybrian on Tuesday July 23, 2013 @05:25PM
(#6093017)
This is a special case of a digital filter where the weights are set to an exponential function. Apparently you can do things like tune for particular frequencies. It's a whole subfield in itself, but I found this a good introduction:
http://www.dspguide.com/pdfbook.htm