Simple Exponential Smoothing

Problem

Apply simple exponential smoothing with smoothing factor alpha. Initialize the level to the first observation and update s[t] = alpha * x[t] + (1 - alpha) * s[t-1] for each later observation.

Return the full list of smoothed levels beginning with the initial level. An empty series gives an empty list.

Hint

Each new level is a convex blend of the newest observation and the old level.

Test cases

case 1

in: [[1,2,3,4],0.5]

expected: [1,1.5,2.25,3.125]

case 2

in: [[5,5,5],0.3]

expected: [5,5,5]

case 3

in: [[10],0.7]

expected: [10]

case 4

in: [[2,4,6],1]

expected: [2,4,6]

Starter codePython

def simple_exponential_smoothing(series, alpha):
    # Your code here
    pass

4 test cases · run your code against them in the editor