Moving incremental average

Question

I am writing a function in C++ to calculate the moving average of a data stream. I want to use incremental averaging . As am implementing this on a relatively weak microprocessor I want to perform a moving average. That is, I want to perform an incremental average over the last X values (X ~ 100).

As I understand it, incremental averaging requires all data to be averaged and does not support a moving window.

Does anyone know a good way to calculate the "moving" incremental average?

[Select](http://en.wikipedia.org/wiki/Moving_average) and implement it. — magras, Oct 19 '14 at 15:59

score 1 · Accepted Answer · edited Oct 28 '17 at 10:57

1

If A(i, n) is the average over the n elements x_i, ..., x_(i + n - 1), then A(i + 1, n) = A(i, n) + (x_(i +n) - x_i) / n.

edited Oct 28 '17 at 10:57

Pharap

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answered Oct 19 '14 at 15:56

wonce

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Moving incremental average

1 Answers1