exponential_smoothing¶
- exponential_smoothing(obs: Tensor, level: Tensor | None, *, alpha: float | int | complex | Tensor) Tensor[source]¶
Performs simple exponential smoothing for a time step.
\[\begin{split}\begin{align*} s_0 &= x_0 \\ s_{t + 1} &= \alpha x_{t + 1} + (1 - \alpha) s_t \end{align*}\end{split}\]- Parameters:
obs (torch.Tensor) – latest state to consider for exponential smoothing, \(x\).
level (torch.Tensor | None) – current value of the smoothed level, \(s\).
alpha (float | int | complex | torch.Tensor) – level smoothing factor, \(\alpha\).
- Returns:
revised exponentially smoothed value.
- Return type: