Stack Overflow
Stack Overflow

Questions tagged [moving-average]

A calculation of the average value of the most recent (within some window) values in a time series, rather than the average of the entire series.

Moving average is a calculation of the average value of the most recent (within some window) values in a time series, rather than the average of the entire series.

1034 questions
0
votes
2 answers

Predict future values using highcharts/Highstock

I need to predict the future values based on given set of data. I found in the following link a method of obtaining trend line moving average. http://www.highcharts.com/plugin-registry/single/16/technical-indicators jsfiddle is here…
Madweer
  • 11
  • 1
  • 2
0
votes
2 answers

How to create rolling average data?

I have a table like this: Week prod Value 1 A 2.3 1 B 4.1 1 C 6.3 2 A 0 2 B 3.4 2 C 1.4 3 A 4.2 3 B 2.5 3 C 6.7 Now i have similar data for lot of weeks and I want to roll up say 3…
user2542275
  • 137
  • 1
  • 7
0
votes
0 answers

Simplify conditional and avoid repetition in moving numpy window

this code could be quite hard to understand so I will explain as best I can. import numpy as np #Parameters drainage_threshold = 0.5 # Arrays required for this script elevation = np.array([[10, 9, 8], [10, 11, 7], …
Nick Jones
  • 225
  • 4
  • 13
0
votes
1 answer

Calculating Moving/Rolling Average in SQL

I am using SQL Server 2005. I have the following table (this is just a simplified numerical example): http://sqlfiddle.com/#!2/7cbc81 I would like to fill the rate_roll column as follows: As you notice, for each date, the value of the column rate…
Mayou
  • 8,498
  • 16
  • 59
  • 98
0
votes
2 answers

Moving/Rolling Average in SQL

I am using SQL Server 2005. Consider the following table with three columns: issueid, date and rate: sqlfiddle.com/#!2/611682 The result I am looking for is: For issueid 1, the average on 3/31/2014 is the average of the rate values on 01/31/2014,…
Mayou
  • 8,498
  • 16
  • 59
  • 98
0
votes
1 answer

Calculate moving average by group/column - javascript

I have a function that calculates an moving average. In the array i'm using there is a group variable (department) that in the present function are blurred together. I would like to do the ma-calculations by group instead. Is that even…
ErrantBard
  • 1,421
  • 1
  • 21
  • 40
0
votes
2 answers

How to generate Moving Average model

In order to generate Autoregressive model, we have the aryule() command and we can also use filtersEstimating AR model. But how do I generate MA model? For instance, can somebody please show how to generate MA(20) model? I could not find any…
SKM
  • 959
  • 2
  • 19
  • 45
0
votes
1 answer

automatic way for determining ARIMA(p,d,q) - Matlab

I would like to ask you if there is any automated method for calculating the order of ARIMA(p,d,q) model for any type of a time series data, in MATLAB. This will make the forecasting model more accurate and will also save me some time. I would…
George
  • 13
  • 2
  • 6
0
votes
2 answers

SQL moving average with calc of average price per square metre

I'm trying to get a moving average for a set of real estate data that I can then graph, using MS SQL 2005. Fields are: DateSold datetime, FloorSQM decimal(8,2), Price decimal(10,0) What I need to do is get an average price per square metres of all…
TVRV8S
  • 69
  • 10
0
votes
0 answers

what is meaning of EWMA

I read a paper related to improve mapreduce straggler , the paper use prediction strategy called EWMA to predict the task process speed I don't read before about EWMA or any prediction algorithm so if you can help to tell me simple introduction how…
Flowra
  • 1,350
  • 2
  • 16
  • 19
0
votes
1 answer

High value among some values disturbs the average.....How to avoid the effect?

I have 12 instances for the customer usage i.e 1200,1220,1230,1190,1250,1180,1270,1210,1240,1300,1290,1280. The simplest way to calculate average is No.of Instances/12. But if sometimes one of the instance has abnormaly high value e.g. 6000. It…
user3734553
  • 3
  • 1
0
votes
0 answers

I've made recursive moving average filter without using conv function in MATLAB

Due to some reason, I've had to made recursive moving average filter without using conv function in Matlab. Could you give me some advice to improve my code? My advisor said that this is not a recursive function and I cannot totally understand his…
user3674731
  • 1
  • 1
0
votes
1 answer

Moving-averaging over an arbitray size vector in matlab

I found another person that asked the same question but the answer was not applicable for an arbitrary length vector. Averaging every n elements of a vector in matlab The problem: x=[1:12]; y=% The averaging operation; After the operation, y=[2 2 2…
Erik
  • 71
  • 2
  • 12
0
votes
2 answers

Excel First - Second Row Average Issue

I have old Excel table that I need to manually fill and I made new Excel table where I used CTRL+T to fill in data automatically when typing formula in first row under the header/title cell. My data is vertical in old: Numbers Average (for last…
Kova
  • 27
  • 6
0
votes
2 answers

Writing a window function with state using only R's basics

I am trying to write R code which acts as a "moving window", just with memory (state). I have figured out (thanks to this question) how to apply a function to subsequent tuples of elements. For example, if I wish to write a (simple) moving average…
Bach
  • 6,145
  • 7
  • 36
  • 61
1 2 3
…
68 69