Moving average
Our Middleware solution handles simultaneously two types of moving average, the Simple Moving Average (SMA) and the Exponential Weighted Moving Average (EWMA).
Simple Moving Average (SMA): When calculating successive values, a new value comes into the sum and an old value drops out. (formule)
Exponential Weighted Moving Average (EWMA): The weighting for each older datum point decreases exponentially, never reaching zero. : (formule)
Definition of the minimum number of values to obtain a moving average
Definition of the number of values for each calculation