Method for deriving an Exponential Moving Average?

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I have a formula for an exponentially weighted moving average function defined recursively as:

$S_t = a*Y_t+(1-a)*S_{t-1}$

Where:

  • $a\in (0,1)\cap \mathbb{Q}$
  • $t$ represents time
  • $Y_t$ is the value at a time period $t$
  • $S_t$ is the value of the EMA at any time period t.

I am trying to find a generally applicable solution for the derivative of $S_t$ in regards to $dt$.

Any assistance would be most appreciated!