Moving average
In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms.Mathematically, a moving average is a type of convolution. Thus in signal processing it is viewed as a low-pass finite impulse response filter. Because the boxcar function outlines its filter coefficients, it is called a boxcar filter. It is sometimes followed by downsampling.
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. 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. Provided by Wikipedia
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1by Bender, M.L., Frantzen, M., Camus, L., Le Floch, S., Palerud, J., Nahrgang, J.Contributors: “...EWMA...”
Published in Marine Environmental Research (2018)
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2by Jensen, Louise Kiel, Halvorsen, Elisabeth, Song, You, Hallanger, Ingeborg G., Hansen, Elisabeth Lindbo, Brooks, Steven J., Hansen, Bjørn Henrik, Tollefsen, Knut ErikContributors: “...Environmental waste management (EWMA) project, financed by Eni Norge AS and the Research Council...”
Published in Journal of Toxicology and Environmental Health, Part A (2016)
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