--- slug: /en/sql-reference/aggregate-functions/reference/exponentialMovingAverage sidebar_position: 132 title: exponentialMovingAverage --- ## exponentialMovingAverage Calculates the exponential moving average of values for the determined time. **Syntax** ```sql exponentialMovingAverage(x)(value, timeunit) ``` Each `value` corresponds to the determinate `timeunit`. The half-life `x` is the time lag at which the exponential weights decay by one-half. The function returns a weighted average: the older the time point, the less weight the corresponding value is considered to be. **Arguments** - `value` — Value. [Integer](../../../sql-reference/data-types/int-uint.md), [Float](../../../sql-reference/data-types/float.md) or [Decimal](../../../sql-reference/data-types/decimal.md). - `timeunit` — Timeunit. [Integer](../../../sql-reference/data-types/int-uint.md), [Float](../../../sql-reference/data-types/float.md) or [Decimal](../../../sql-reference/data-types/decimal.md). Timeunit is not timestamp (seconds), it's -- an index of the time interval. Can be calculated using [intDiv](../../functions/arithmetic-functions.md#intdiva-b). **Parameters** - `x` — Half-life period. [Integer](../../../sql-reference/data-types/int-uint.md), [Float](../../../sql-reference/data-types/float.md) or [Decimal](../../../sql-reference/data-types/decimal.md). **Returned values** - Returns an [exponentially smoothed moving average](https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) of the values for the past `x` time at the latest point of time. Type: [Float64](../../../sql-reference/data-types/float.md#float32-float64). **Examples** Input table: ``` text ┌──temperature─┬─timestamp──┐ │ 95 │ 1 │ │ 95 │ 2 │ │ 95 │ 3 │ │ 96 │ 4 │ │ 96 │ 5 │ │ 96 │ 6 │ │ 96 │ 7 │ │ 97 │ 8 │ │ 97 │ 9 │ │ 97 │ 10 │ │ 97 │ 11 │ │ 98 │ 12 │ │ 98 │ 13 │ │ 98 │ 14 │ │ 98 │ 15 │ │ 99 │ 16 │ │ 99 │ 17 │ │ 99 │ 18 │ │ 100 │ 19 │ │ 100 │ 20 │ └──────────────┴────────────┘ ``` Query: ```sql SELECT exponentialMovingAverage(5)(temperature, timestamp); ``` Result: ``` text ┌──exponentialMovingAverage(5)(temperature, timestamp)──┐ │ 92.25779635374204 │ └───────────────────────────────────────────────────────┘ ``` Query: ```sql SELECT value, time, round(exp_smooth, 3), bar(exp_smooth, 0, 1, 50) AS bar FROM ( SELECT (number = 0) OR (number >= 25) AS value, number AS time, exponentialMovingAverage(10)(value, time) OVER (Rows BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS exp_smooth FROM numbers(50) ) ``` Result: ``` text ┌─value─┬─time─┬─round(exp_smooth, 3)─┬─bar────────────────────────────────────────┐ │ 1 │ 0 │ 0.067 │ ███▎ │ │ 0 │ 1 │ 0.062 │ ███ │ │ 0 │ 2 │ 0.058 │ ██▊ │ │ 0 │ 3 │ 0.054 │ ██▋ │ │ 0 │ 4 │ 0.051 │ ██▌ │ │ 0 │ 5 │ 0.047 │ ██▎ │ │ 0 │ 6 │ 0.044 │ ██▏ │ │ 0 │ 7 │ 0.041 │ ██ │ │ 0 │ 8 │ 0.038 │ █▊ │ │ 0 │ 9 │ 0.036 │ █▋ │ │ 0 │ 10 │ 0.033 │ █▋ │ │ 0 │ 11 │ 0.031 │ █▌ │ │ 0 │ 12 │ 0.029 │ █▍ │ │ 0 │ 13 │ 0.027 │ █▎ │ │ 0 │ 14 │ 0.025 │ █▎ │ │ 0 │ 15 │ 0.024 │ █▏ │ │ 0 │ 16 │ 0.022 │ █ │ │ 0 │ 17 │ 0.021 │ █ │ │ 0 │ 18 │ 0.019 │ ▊ │ │ 0 │ 19 │ 0.018 │ ▊ │ │ 0 │ 20 │ 0.017 │ ▋ │ │ 0 │ 21 │ 0.016 │ ▋ │ │ 0 │ 22 │ 0.015 │ ▋ │ │ 0 │ 23 │ 0.014 │ ▋ │ │ 0 │ 24 │ 0.013 │ ▋ │ │ 1 │ 25 │ 0.079 │ ███▊ │ │ 1 │ 26 │ 0.14 │ ███████ │ │ 1 │ 27 │ 0.198 │ █████████▊ │ │ 1 │ 28 │ 0.252 │ ████████████▌ │ │ 1 │ 29 │ 0.302 │ ███████████████ │ │ 1 │ 30 │ 0.349 │ █████████████████▍ │ │ 1 │ 31 │ 0.392 │ ███████████████████▌ │ │ 1 │ 32 │ 0.433 │ █████████████████████▋ │ │ 1 │ 33 │ 0.471 │ ███████████████████████▌ │ │ 1 │ 34 │ 0.506 │ █████████████████████████▎ │ │ 1 │ 35 │ 0.539 │ ██████████████████████████▊ │ │ 1 │ 36 │ 0.57 │ ████████████████████████████▌ │ │ 1 │ 37 │ 0.599 │ █████████████████████████████▊ │ │ 1 │ 38 │ 0.626 │ ███████████████████████████████▎ │ │ 1 │ 39 │ 0.651 │ ████████████████████████████████▌ │ │ 1 │ 40 │ 0.674 │ █████████████████████████████████▋ │ │ 1 │ 41 │ 0.696 │ ██████████████████████████████████▋ │ │ 1 │ 42 │ 0.716 │ ███████████████████████████████████▋ │ │ 1 │ 43 │ 0.735 │ ████████████████████████████████████▋ │ │ 1 │ 44 │ 0.753 │ █████████████████████████████████████▋ │ │ 1 │ 45 │ 0.77 │ ██████████████████████████████████████▍ │ │ 1 │ 46 │ 0.785 │ ███████████████████████████████████████▎ │ │ 1 │ 47 │ 0.8 │ ███████████████████████████████████████▊ │ │ 1 │ 48 │ 0.813 │ ████████████████████████████████████████▋ │ │ 1 │ 49 │ 0.825 │ █████████████████████████████████████████▎ │ └───────┴──────┴──────────────────────┴────────────────────────────────────────────┘ ``` ```sql CREATE TABLE data ENGINE = Memory AS SELECT 10 AS value, toDateTime('2020-01-01') + (3600 * number) AS time FROM numbers_mt(10); -- Calculate timeunit using intDiv SELECT value, time, exponentialMovingAverage(1)(value, intDiv(toUInt32(time), 3600)) OVER (ORDER BY time ASC) AS res, intDiv(toUInt32(time), 3600) AS timeunit FROM data ORDER BY time ASC; ┌─value─┬────────────────time─┬─────────res─┬─timeunit─┐ │ 10 │ 2020-01-01 00:00:00 │ 5 │ 438288 │ │ 10 │ 2020-01-01 01:00:00 │ 7.5 │ 438289 │ │ 10 │ 2020-01-01 02:00:00 │ 8.75 │ 438290 │ │ 10 │ 2020-01-01 03:00:00 │ 9.375 │ 438291 │ │ 10 │ 2020-01-01 04:00:00 │ 9.6875 │ 438292 │ │ 10 │ 2020-01-01 05:00:00 │ 9.84375 │ 438293 │ │ 10 │ 2020-01-01 06:00:00 │ 9.921875 │ 438294 │ │ 10 │ 2020-01-01 07:00:00 │ 9.9609375 │ 438295 │ │ 10 │ 2020-01-01 08:00:00 │ 9.98046875 │ 438296 │ │ 10 │ 2020-01-01 09:00:00 │ 9.990234375 │ 438297 │ └───────┴─────────────────────┴─────────────┴──────────┘ -- Calculate timeunit using toRelativeHourNum SELECT value, time, exponentialMovingAverage(1)(value, toRelativeHourNum(time)) OVER (ORDER BY time ASC) AS res, toRelativeHourNum(time) AS timeunit FROM data ORDER BY time ASC; ┌─value─┬────────────────time─┬─────────res─┬─timeunit─┐ │ 10 │ 2020-01-01 00:00:00 │ 5 │ 438288 │ │ 10 │ 2020-01-01 01:00:00 │ 7.5 │ 438289 │ │ 10 │ 2020-01-01 02:00:00 │ 8.75 │ 438290 │ │ 10 │ 2020-01-01 03:00:00 │ 9.375 │ 438291 │ │ 10 │ 2020-01-01 04:00:00 │ 9.6875 │ 438292 │ │ 10 │ 2020-01-01 05:00:00 │ 9.84375 │ 438293 │ │ 10 │ 2020-01-01 06:00:00 │ 9.921875 │ 438294 │ │ 10 │ 2020-01-01 07:00:00 │ 9.9609375 │ 438295 │ │ 10 │ 2020-01-01 08:00:00 │ 9.98046875 │ 438296 │ │ 10 │ 2020-01-01 09:00:00 │ 9.990234375 │ 438297 │ └───────┴─────────────────────┴─────────────┴──────────┘ ```