sdes-fast

Input Stack: expr: TimeSeriesExpr

⇨

Output Stack: TimeSeriesExpr

Apply sliding double exponential smoothing using parameters optimized for quick adaptation to changes in the input data. This provides deterministic smoothing with rapid response characteristics.

Parameters

• expr: The time series expression to apply fast sliding DES to

Examples

Before	After
name,sps,:eq, :sum	name,sps,:eq, :sum, :sdes-fast

Related Operations

• :sdes - Full sliding DES with custom parameters
• :des-fast - Standard DES equivalent (less stable)
• :sdes-simple - Basic sliding DES with simple defaults