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Diffstat (limited to '3 resources/statistics/moving-average.md')
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diff --git a/3 resources/statistics/moving-average.md b/3 resources/statistics/moving-average.md new file mode 100644 index 0000000..5622d3f --- /dev/null +++ b/3 resources/statistics/moving-average.md @@ -0,0 +1,17 @@ +Also known as; rolling-average, running-average, moving-mean, running-mean, rolling-mean. + +Has three variations: simple, weighted, cumulative. + +A type of [[convolution]]. + +Reduces noisiness in a time-series graph which makes long-term trends or cycles more easily visible. + +Keeps averaging a subset of given set and move the subset one space to the right. +Example with sample-size of 3: +``` +set: [0, 1, 2, 3, 4, 5, 6, 7, 8, 9] +i=1: avg([0, 1, 2]) = 1 +i=2: avg([1, 2, 3]) = 2 +i=3: avg([2, 3, 4]) = 3 +... +``` |