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MovingAverage
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Data Transforms and Smoothing
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MovingAverage
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BUILT-IN MATHEMATICA SYMBOL
Convolutions and Correlations
Tutorials »
|
Mean
MovingMedian
ExponentialMovingAverage
Partition
ListCorrelate
Accumulate
See Also »
|
Data Transforms and Smoothing
Finance
Financial & Economic Data
Handling Arrays of Data
Numerical Data
Signal Processing
Statistical Data Analysis
New in 6.0: Data Handling & Data Sources
New in 6.0: Mathematics & Algorithms
New in 6.0: Numerical Data Handling
New in 6.0: Statistics
More About »
MovingAverage
MovingAverage
gives the moving average of
list
, computed by averaging runs of
r
elements.
MovingAverage
gives the moving average of
list
, computed with weights
.
MORE INFORMATION
MovingAverage
gives a list of the means of elements in
list
taken in blocks of length
r
.
»
MovingAverage
is equivalent to
ListCorrelate
[
wts
/
Total
[
wts
],
list
]
.
»
MovingAverage
handles both numerical and symbolic data.
MovingAverage
gives a list of length
Length
[
list
]-
r
+1
.
MovingAverage
works with
SparseArray
objects.
»
EXAMPLES
CLOSE ALL
Basic Examples
(2)
Compute a pairwise simple moving average:
Compute weighted moving averages:
Compute a pairwise simple moving average:
In[1]:=
Out[1]=
Compute weighted moving averages:
In[1]:=
Out[1]=
Scope
(5)
Lists of integers yield rational numbers:
Lists of approximate numbers yield approximate numbers:
Moving averages of matrices are matrices:
Obtain results for lists of any precision:
Obtain results for weights of any precision:
Filter large datasets:
Generalizations & Extensions
(1)
Compute results for a
SparseArray
:
Applications
(2)
Smooth noisy data:
Compute the 100-day moving average of a financial time series:
Properties & Relations
(6)
A moving average is a sequence of means:
A two-term
MovingAverage
is equivalent to a two-term
MovingMedian
:
An
n
-term moving average is equivalent to a moving average with
n
equal weights:
An
n
-term moving average is equivalent to a
ListCorrelate
:
An
n
-term weighted moving average is equivalent to a
ListCorrelate
:
Multiplying weights by a constant gives the same moving average:
SEE ALSO
Mean
MovingMedian
ExponentialMovingAverage
Partition
ListCorrelate
Accumulate
TUTORIALS
Convolutions and Correlations
MORE ABOUT
Data Transforms and Smoothing
Finance
Financial & Economic Data
Handling Arrays of Data
Numerical Data
Signal Processing
Statistical Data Analysis
New in 6.0: Data Handling & Data Sources
New in 6.0: Mathematics & Algorithms
New in 6.0: Numerical Data Handling
New in 6.0: Statistics
New in 6