Definitions
In plain terms
Its standard recurrence is alpha times current input plus one minus alpha times the prior state.
Technical
The contract must define alpha, seed, first-ready output, missing observations, resets, order, and numerical precision.
Scope
It can differ from normalized adjusted weighting in early observations.
Formula
E_t = alpha*x_t + (1-alpha)*E_(t-1)E_t=\alpha x_t+(1-\alpha)E_{t-1}| Symbol | Meaning | Unit |
|---|---|---|
alpha | smoothing constant | ratio |
x_t | current observation | input unit |
E_(t-1) | prior smoothed state | input unit |
Output unit: input unit
Examples
- A governed lesson uses Recursive Exponential Weighting only with declared inputs, timing, parameters, and edge-case behavior.
Common misconceptions
- It can differ from normalized adjusted weighting in early observations.
Concept relationships
Where this concept is used
Evidence and governance
- Moving Average and Smoothing Methods NIST/SEMATECH · official standard
Supports: preferred label, short definition, technical definition, formula
Limits: Forecasting notation and initialization can differ from technical-indicator conventions and must be translated explicitly.
- Reviewed by
- fintech-builder-batch-006
- Last reviewed
- 2026-07-27
- Next review
- 2027-07-27
- Record status
- evidence reviewed
This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.