Class EwmaModel.EWMAModelBuilder

    • Constructor Detail

      • EWMAModelBuilder

        public EWMAModelBuilder()
    • Method Detail

      • alpha

        public EwmaModel.EWMAModelBuilder alpha​(double alpha)
        Alpha controls the smoothing of the data. Alpha = 1 retains no memory of past values (e.g. a random walk), while alpha = 0 retains infinite memory of past values (e.g. the series mean). Useful values are somewhere in between. Defaults to 0.5.
        alpha - A double between 0-1 inclusive, controls data smoothing
        The builder to continue chaining