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Use *float for SimpleEWMA #28

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andig opened this issue Aug 13, 2021 · 0 comments · May be fixed by #29
Open

Use *float for SimpleEWMA #28

andig opened this issue Aug 13, 2021 · 0 comments · May be fixed by #29

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@andig
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andig commented Aug 13, 2021

These properties let it use less memory. It will also behave differently when it's equal to zero, which is assumed to mean uninitialized, so if a value is likely to actually become zero over time, then any non-zero value will cause a sharp jump instead of a small change.

The disadvantages for SimpleEWMA like the sensitivity for 0 values could be solved by using *float64 for storing the value internally. Could do a PR if desired.

@andig andig linked a pull request Aug 13, 2021 that will close this issue
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