Data Smoothing
• expsmooth(v, a)—Returns a smoothed version of the data in vector v generated by exponential smoothing with weight a.
• movavg(v, n)—Returns a smoothed version of the data in vector v created by taking a moving average with a window of width n.
These functions are special cases of digital filtering where:
• expsmooth is an IIR filter.
• movavg is a simple FIR filter
Exponential and moving averages are a popular tool in the financial investment community for generating stock and commodities trading signals.
Arguments
• a is the exponential window parameter, 0 ≤ a ≤ 1.
• n is an integer, the moving average window width or median filter length.
• v is a complex-valued data vector or matrix.