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Exponential moving average
Hi everybody,
Does anyone know how to compute an exponential moving average using analytical function.
It is very easy to get normal moving average, sth like
avg(x) over(partition by ... order by ... rows 20 preceding) but i want to get :
x(n) + a*x(n-1) +a^2*x(n-2)...
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1 + a + a^2 + ...
Any clue ?
Thanks,
Laly.
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