Creates an averager that has a specified time constant for discounting old data. The time
constant, alpha, is the time at which an older sample is discounted to 1/e relative to current
data. Roughly speaking, data that is more than 3*alpha old doesn't matter any more and data
that is more recent than alpha/3 is about as important as current data.
See http://tdunning.blogspot.com/2011/03/exponential-weighted-averages-with.html for a
derivation. See http://tdunning.blogspot.com/2011/03/exponentially-weighted-averaging-for.html
for the rate method.
alpha - The time constant for discounting old data and state.