In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. It is also called a moving mean (MM) or rolling mean and is a type of finite impulse response filter. Variations include: simple, cumulative, or weighted forms (described below). A moving average filter is sometimes called a boxcar filter, especially when followed by decimation. Given a series of numbers and a fixed subset size, the first element of the moving average is obtained by taking the average of the initial fixed subset of the number series. Then the subset is modified by "shifting forward"; that is, excluding the first number of the series and including the next value in the subset. A moving average is commonly used with time series data to smooth out short-term fluctuations and highlight longer-term trends or cycles. The threshold between short-term and long-term depends on the application, and the parameters of the moving average will be set accordingly. It is also used in economics to examine gross domestic product, employment or other macroeconomic time series. Mathematically, a moving average is a type of convolution and so it can be viewed as an example of a low-pass filter used in signal processing. When used with non-time series data, a moving average filters higher frequency components without any specific connection to time, although typically some kind of ordering is implied. Viewed simplistically it can be regarded as smoothing the data. In financial applications a simple moving average (SMA) is the unweighted mean of the previous data-points. However, in science and engineering, the mean is normally taken from an equal number of data on either side of a central value. This ensures that variations in the mean are aligned with the variations in the data rather than being shifted in time. An example of a simple equally weighted running mean is the mean over the last entries of a data-set containing entries.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related courses (10)
ME-419: Production management
Production management deals with producing goods sustainably at the right time, quantity, and quality with the minimum cost. This course equips students with practical skills and tools for effectively
PHYS-442: Modeling and design of experiments
In the academic or industrial world, to optimize a system, it is necessary to establish strategies for the experimental approach. The DOE allows you to choose the best set of measurement points to min
MATH-342: Time series
A first course in statistical time series analysis and applications.
Show more
Related publications (43)
Related concepts (5)
Finite impulse response
In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of finite duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which may have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response (that is, the output in response to a Kronecker delta input) of an Nth-order discrete-time FIR filter lasts exactly samples (from first nonzero element through last nonzero element) before it then settles to zero.
Window function
In signal processing and statistics, a window function (also known as an apodization function or tapering function) is a mathematical function that is zero-valued outside of some chosen interval, normally symmetric around the middle of the interval, usually approaching a maximum in the middle, and usually tapering away from the middle. Mathematically, when another function or waveform/data-sequence is "multiplied" by a window function, the product is also zero-valued outside the interval: all that is left is the part where they overlap, the "view through the window".
Time series
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average. A time series is very frequently plotted via a run chart (which is a temporal line chart).
Show more
Related MOOCs (10)
Digital Signal Processing [retired]
The course provides a comprehensive overview of digital signal processing theory, covering discrete time, Fourier analysis, filter design, sampling, interpolation and quantization; it also includes a
Digital Signal Processing I
Basic signal processing concepts, Fourier analysis and filters. This module can be used as a starting point or a basic refresher in elementary DSP
Digital Signal Processing II
Adaptive signal processing, A/D and D/A. This module provides the basic tools for adaptive filtering and a solid mathematical framework for sampling and quantization
Show more

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.