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Moving Average

Given a Sequence $\{a_i\}_{i=1}^N$, an $n$-moving average is a new sequence $\{s_i\}_{i=1}^{N-n+1}$ defined from the $a_i$ by taking the Average of subsequences of $n$ terms,

s_i={1\over n}\sum_{j=i}^{i+n-1} a_j.

See also Average, Spencer's 15-Point Moving Average


Kenney, J. F. and Keeping, E. S. ``Moving Averages.'' §14.2 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 221-223, 1962.

© 1996-9 Eric W. Weisstein