FTB-C000311 / Statistical method

Recursive Smoother

Recursive Smoother updates its current value from prior state and the newest eligible observation.

Also known asstateful smoother

Definitions

In plain terms

EMA, Wilder RMA, KAMA, and MAMA are stateful examples under their respective contracts.

Technical

Reproducibility requires recurrence, parameters, seed, order, missing values, reset boundaries, checkpointing, and revision handling.

Scope

A recursive implementation cannot safely recompute an isolated suffix without the correct entering state.

Examples

  • A governed lesson uses Recursive Smoother only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • A recursive implementation cannot safely recompute an isolated suffix without the correct entering state.

Concept relationships

Where this concept is used

Evidence and governance

  1. Moving Average and Smoothing Methods NIST/SEMATECH · official standard

    Supports: preferred label, short definition, technical definition

    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.