What is the correct expression for the EWMA?

Question

TuteeHUB · Accepted Answer

z_i = ‚âà√≠¬¨‚Ñ¢x_i ‚Äö√Ñ√∂‚àö√ë‚àö¬® (1-‚âà√≠¬¨‚Ñ¢) z_i-1

TuteeHUB · Answer

zi = ‚âà√≠¬¨‚Ñ¢xi + (1-‚âà√≠¬¨‚Ñ¢) zi-1

TuteeHUB · Answer

zi = ‚âà√≠¬¨‚Ñ¢xi ‚Äö√Ñ√∂‚àö√ë‚àö¬® (1-‚âà√≠¬¨‚Ñ¢) zi-1

TuteeHUB · Answer

zi = ‚âà√≠¬¨‚Ñ¢xi + (1-‚âà√≠¬¨‚Ñ¢) zi+1

TuteeHUB · Answer

zi = ‚âà√≠¬¨‚Ñ¢xi + (1+‚âà√≠¬¨‚Ñ¢) zi-1

1.	What is the correct expression for the EWMA?
A.	z<sub>i</sub> = ‚âà√≠¬¨‚Ñ¢x<sub>i</sub> + (1-‚âà√≠¬¨‚Ñ¢) z<sub>i-1</sub>
B.	z<sub>i</sub> = ‚âà√≠¬¨‚Ñ¢x<sub>i</sub> ‚Äö√Ñ√∂‚àö√ë‚àö¬® (1-‚âà√≠¬¨‚Ñ¢) z<sub>i-1</sub>
C.	z<sub>i</sub> = ‚âà√≠¬¨‚Ñ¢x<sub>i</sub> + (1-‚âà√≠¬¨‚Ñ¢) z<sub>i+1</sub>
D.	z<sub>i</sub> = ‚âà√≠¬¨‚Ñ¢x<sub>i</sub> + (1+‚âà√≠¬¨‚Ñ¢) z<sub>i-1</sub>
Answer» B. z<sub>i</sub> = ‚âà√≠¬¨‚Ñ¢x<sub>i</sub> ‚Äö√Ñ√∂‚àö√ë‚àö¬® (1-‚âà√≠¬¨‚Ñ¢) z<sub>i-1</sub>

Discussion