RX: Stateful transform of sequence, e.g. exponential moving average

Question

How can you do in RX a simple, stateful transform of a sequence?

Say we want to make an exponential moving average transform of a IObservable noisySequence.

Answer 1

For many of these types of calculations, Buffer is the easiest way

var movingAverage = noisySequence.Buffer(/*last*/ 3,
    /*move forward*/ 1 /*at a time*/)
    .Select(x => (x[0] + x[1] + x[2]) / 3.0);

If you need to carry state around, use the Scan operator, which is like Aggregate except that it yields values every iteration.

Edit: fixed comment syntax