File:Exponential moving average weights N=15.png

This graph was created by me using the following bit of gnuplot

set terminal png size 1300, 975

set xlabel " " 0, -2 set xrange [-0.5:20.5] set xtics axis 5 set mxtics 5
 * 1) set xlabel "Days ago (0 today, 1 yesterday, etc)" 0, -2
 * 2) something evil happens with "xtics axis", need dummy xlabel
 * 1) something evil happens with "xtics axis", need dummy xlabel

set yrange [0:0.15] set format y "%.2f"
 * 1) set ylabel "Weight (frac)"

unset key set style fill solid 1.0 set boxwidth 0.6 relative plot "ema.data" with boxes

and ema.data file generated by the following bit of perl

$N = 15; $f = 1 - 2/($N+1);

$total = 0; foreach $i (0..20) { $value = (1 - $f) * ($f ** $i); print "$i $value\n"; $total += $value; } print "# total $total (should approach 1)\n";

You may, at your option, choose to consider these two bits of program code as published under the terms of the GPLv2, instead of the GFDL.