--- title: exponentialMovingAverage() function description: > `exponentialMovingAverage()` calculates the exponential moving average of `n` number of values in the `_value` column giving more weight to more recent data. menu: flux_v0_ref: name: exponentialMovingAverage parent: universe identifier: universe/exponentialMovingAverage weight: 101 flux/v0/tags: [transformations] introduced: 0.37.0 --- `exponentialMovingAverage()` calculates the exponential moving average of `n` number of values in the `_value` column giving more weight to more recent data. ### 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. ##### Function type signature ```js (<-tables: stream[{A with _value: B}], n: int) => stream[{A with _value: B}] where B: Numeric ``` {{% caption %}} For more information, see [Function type signatures](/flux/v0/function-type-signatures/). {{% /caption %}} ## Parameters ### n ({{< req >}}) Number of values to average. ### tables Input data. Default is piped-forward data (`<-`). ## Examples - [Calculate a three point exponential moving average](#calculate-a-three-point-exponential-moving-average) - [Calculate a three point exponential moving average with null values](#calculate-a-three-point-exponential-moving-average-with-null-values) ### Calculate a three point exponential moving average ```js import "sampledata" sampledata.int() |> exponentialMovingAverage(n: 3) ``` {{< expand-wrapper >}} {{% expand "View example input and output" %}} #### Input data | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:00Z | -2 | t1 | | 2021-01-01T00:00:10Z | 10 | t1 | | 2021-01-01T00:00:20Z | 7 | t1 | | 2021-01-01T00:00:30Z | 17 | t1 | | 2021-01-01T00:00:40Z | 15 | t1 | | 2021-01-01T00:00:50Z | 4 | t1 | | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:00Z | 19 | t2 | | 2021-01-01T00:00:10Z | 4 | t2 | | 2021-01-01T00:00:20Z | -3 | t2 | | 2021-01-01T00:00:30Z | 19 | t2 | | 2021-01-01T00:00:40Z | 13 | t2 | | 2021-01-01T00:00:50Z | 1 | t2 | #### Output data | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:20Z | 5 | t1 | | 2021-01-01T00:00:30Z | 11 | t1 | | 2021-01-01T00:00:40Z | 13 | t1 | | 2021-01-01T00:00:50Z | 8.5 | t1 | | _time | _value | *tag | | -------------------- | ------------------ | ---- | | 2021-01-01T00:00:20Z | 6.666666666666667 | t2 | | 2021-01-01T00:00:30Z | 12.833333333333334 | t2 | | 2021-01-01T00:00:40Z | 12.916666666666668 | t2 | | 2021-01-01T00:00:50Z | 6.958333333333334 | t2 | {{% /expand %}} {{< /expand-wrapper >}} ### Calculate a three point exponential moving average with null values ```js import "sampledata" sampledata.int(includeNull: true) |> exponentialMovingAverage(n: 3) ``` {{< expand-wrapper >}} {{% expand "View example input and output" %}} #### Input data | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:00Z | -2 | t1 | | 2021-01-01T00:00:10Z | | t1 | | 2021-01-01T00:00:20Z | 7 | t1 | | 2021-01-01T00:00:30Z | | t1 | | 2021-01-01T00:00:40Z | | t1 | | 2021-01-01T00:00:50Z | 4 | t1 | | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:00Z | | t2 | | 2021-01-01T00:00:10Z | 4 | t2 | | 2021-01-01T00:00:20Z | -3 | t2 | | 2021-01-01T00:00:30Z | 19 | t2 | | 2021-01-01T00:00:40Z | | t2 | | 2021-01-01T00:00:50Z | 1 | t2 | #### Output data | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:20Z | 2.5 | t1 | | 2021-01-01T00:00:30Z | 2.5 | t1 | | 2021-01-01T00:00:40Z | 2.5 | t1 | | 2021-01-01T00:00:50Z | 3.25 | t1 | | _time | _value | *tag | | -------------------- | ------- | ---- | | 2021-01-01T00:00:20Z | 0.5 | t2 | | 2021-01-01T00:00:30Z | 9.75 | t2 | | 2021-01-01T00:00:40Z | 9.75 | t2 | | 2021-01-01T00:00:50Z | 5.375 | t2 | {{% /expand %}} {{< /expand-wrapper >}}