exponentialMovingAverage() function

The exponentialMovingAverage() function calculates the exponential moving average of values in the _value column grouped into n number of points, giving more weight to recent data.

Function type: Aggregate

exponentialMovingAverage(n: 5)

Exponential moving average rules

• The first value of an exponential moving average over n values is the algebraic mean of n values.
• Subsequent values are calculated as y(t) = x(t) * k + y(t-1) * (1 - k), where:
  • y(t) is the exponential moving average at time t.
  • x(t) is the value at time t.
  • k = 2 / (1 + n).
• The average over a period populated by only null values is null.
• Exponential moving averages skip null values.

Parameters

n

The number of points to average.

Data type: Integer

Examples

Calculate a five point exponential moving average

from(bucket: "example-bucket"):
  |> range(start: -12h)
  |> exponentialMovingAverage(n: 5)

Table transformation with a two point exponential moving average

Input table:

Query:

// ...
  |> exponentialMovingAverage(n: 2)

Output table: