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The correct way to start an Exponential Moving Average (EMA)

The EMA is a very handy tool. It lets us calculate an average over recent data. But, unlike a Simple Moving Average, we don't have to keep a window of samples around—we can update an EMA "online," one sample at a time.

But the perennial question is: how do you start an EMA?

First, here are a couple of wrong ways.

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Fixing dispatch

A fun thing about refactoring code is that after one refactor is finished, the next candidate is easier to see.

In An abstraction gone wrong, we refactored the state variable of a simple tokenizer from an integer into an object. Now that that's done, another problem is staring at us in the face. It's in this code:

if (state == INITIAL) {
    // ...
} else if (state == IN_NUMBER) {
    // ...
} else if (state == IN_STRING) {
    // ...
} else if (state == AFTER_STRING) {
    // ...
} else if (state == ESCAPING) {
    // ...
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An abstraction gone wrong

A given abstraction can be helpful in one situation and harmful in another. Often, we use abstractions out of habit without thinking critically about their benefit. Sometimes, an abstraction is harmful because it distances us from other features of the language, as I wrote in Abstractions.

Here, I give an example of such an abstraction, which happens to be very common in the domain of parsing, but which comes up in many other places. I also begin refactoring the code to use a more helpful abstraction.

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Abstraction allows us to wrap up complication into a simpler form. We can take a set of things, with all of their nuances and details of combination, wrap it all up and call it new thing.

But, abstractions can sometimes get in our way. If they're not designed properly, they may not go together in convenient ways, or they may distance us from other useful parts of the language.

Continue reading "Abstractions"