EWMA(Exponential Weighted Moving Average)方法是什么方法啊

分类: 商业/理财

解析:

An exponential moving average (EMA), sometimes also called an exponentially weighted moving average (EWMA), applies weighting factors which decrease exponentially. The weighting for each day decreases by a factor, or percentage, on the one before it.

There are o ways to express the decrease, both result in a *** oothing factor α. Firstly as a percentage so 10% is α=0.1. Or alternately as N periods where α = 2/N+1, so for instance N=19 is equivalent to the 10%. In either case the formula for calculating successive days is EWMAn = α* price + (1-α)*EWMAn-1

很简单，用函数mapminmax，文档太长我就不翻译了，只提醒几个关键 1 默认的map范围是[-1, 1]，所以如果需要[0, 1]，则按这样的格式提供参数: MappedData = mapminmax(OriginalData, 0, 1)2 只按行归一化，如果是矩阵，则每行各自归一化

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