Tech Notes

My notes on Statistics, Big Data, Cloud Computing, Cyber Security

Tag Archives: Moving average

Moving Average and Smoothing

A moving average (rolling average or running average) is a calculation to analyse data points by creating a series of averages of different subsets of the full data set

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 number following the original subset in the series. This creates a new subset of numbers, which is averaged. This process is repeated over the entire data series. The plot line connecting all the (fixed) averages is the moving average. Read more of this post