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Spencer's 15-Point Moving Average

A Moving Average using 15 points having weights $-3$, $-6$, $-5$, 3, 21, 46, 67, 74, 67, 46, 21, 3, $-5$, $-6$, and $-3$. It is sometimes used by actuaries.

See also Moving Average


References

Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, p. 223, 1962.




© 1996-9 Eric W. Weisstein
1999-05-26