Some convenient traits and types for processing sequential data.
FloatSeriesEwmaFilter
can be used to track the exponential weighted moving average (EWMA) of a varying signal. This is essentially an infinite impulse response (IIR) filter and a low pass filter (LPF).IntSeriesEwmaFilter
creates a filter for integer types, which avoids floating point math.
See the tests in lib.rs for examples of usage.
BSD-3-Clause, see LICENSE
file.