Definitions
In plain terms
It moves faster when net change is large relative to path noise and more slowly when the path is inefficient.
Technical
The contract freezes efficiency lookback, fast and slow periods, squared coefficient, seed, readiness, missing values, and revisions.
Scope
Adaptive does not mean predictive or parameter-free.
Formula
KAMA_t = KAMA_(t-1) + SC_t*(x_t - KAMA_(t-1))KAMA_t=KAMA_{t-1}+SC_t(x_t-KAMA_{t-1})| Symbol | Meaning | Unit |
|---|---|---|
KAMA_(t-1) | prior KAMA state | input unit |
SC_t | adaptive smoothing constant | ratio |
x_t | current input | input unit |
Output unit: input unit
Examples
- A governed lesson uses Kaufman Adaptive Moving Average only with declared inputs, timing, parameters, and edge-case behavior.
Common misconceptions
- Adaptive does not mean predictive or parameter-free.
Concept relationships
Prerequisites
Where this concept is used
Evidence and governance
- Kaufman Adaptive Moving Average TA-Lib · first party technical publication
Supports: preferred label, short definition, technical definition, formula
Limits: Implementation seeding, readiness, and parameter defaults must be frozen for reproducible parity.
- Reviewed by
- fintech-builder-batch-006
- Last reviewed
- 2026-07-27
- Next review
- 2027-07-27
- Record status
- evidence reviewed
This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.