Take for example this dataset:
I want to calculate a running average on this with a certain window size for avg, let's say 10 most recent data point.
A regular average with a window of 10 (or whatever) would look something like this:
The bump is when the 200 enters the calculation and the cliff is when it leaves the window.
I want it to look like this:
I believe this means I need to give more weight to recent data to reduce the impact of the 200 point bump over time.
What is a good way to do this? I'm looking for pointers in the right direction.