# "Exponential moving average for time series attribute [SOLVED]"

Hi guys,

i guess this one should be easy to answer for RapidMiner forum experts. How is exponential moving average implemented in RapidMiner for a time series attribute i.e. like price?

Thx.

/Nikola.

i guess this one should be easy to answer for RapidMiner forum experts. How is exponential moving average implemented in RapidMiner for a time series attribute i.e. like price?

Thx.

/Nikola.

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## Answers

1,869Unicorndo you really want to know how it is implemented, or do you want to know how to use it? For the latter, you should install the Series Extension and have a look at the operator Moving Average. Basically this is also true for the implementation details, you can download the code of the series extension and look at the implementation of the operator.

Best,

Marius

5Contributor III want to use the 10 days exponential moving average indicator for a time series attribute like item price in the model i am building. I have presumed that Moving Average operator should be used, however I want verify with a RapidMiner expert like you the key params I plan to pass to Moving Average operator. First Question: Is it OK to use 'average' as aggregation function and window weighting set to 'Rectangular' which are default operator values for exponential moving average? Second question : Since Moving average doesn't have alpha param should I connect Moving Average operator with Exponential Smoothing operator to get moving average of the attribute EXPONENTIALLY weighted?

I didn't run on a good example including exponential moving average, since pretty much all examples include simple moving average, so I am not 100% sure how the exponential moving average should be represented in RapidMiner model, hope you are able to help me out.

/Nikola.

5Contributor II849Maven5Contributor IIThx. in advance,

/Nikola

537GuruIf you want very detailed help, I'd recommend you do 2 things:

1. very clearly write what you are trying to achieve

2. start creating a rapid miner process yourself and see how far you get, then post the XML of this process here

I can hardly imagine you need need help installing Rapid Miner, or help downloading it.

But here is a very detailed tutorial on installation.

http://rapid-i.com/content/view/17/40/

Best regards,

Wessel

849MavenNo need to re-invent the wheel, so you can avoid programming altogether - think of the unpleasant social mannerisms and skin ailments that you'll miss out on as a consequence!

This link may save you from such horrors http://dowjonesdata.blogspot.fr/2009/04/exponential-moving-average.html

Hope so.

5Contributor II/Nikola