Top "Moving-average" questions

A calculation of the average value of the most recent (within some window) values in a time series, rather than the average of the entire series.

Moving average or running mean

Is there a SciPy function or NumPy function or module for Python that calculates the running mean of a 1D …

python numpy scipy moving-average
Calculating moving average

I'm trying to use R to calculate the moving average over a series of values in a matrix. The normal …

r moving-average r-faq
How to calculate rolling / moving average using NumPy / SciPy?

There seems to be no function that simply calculates the moving average on numpy/scipy, leading to convoluted solutions. My …

python numpy time-series moving-average rolling-computation
How to calculate moving average without keeping the count and data-total?

I am trying to find a way to calculate a moving cumulative average without storing the count and total data …

moving-average
Calculate rolling / moving average in C++

I know this is achievable with boost as per: Using boost::accumulators, how can I reset a rolling window size, …

c++ boost moving-average
Moving Average Pandas

I would like to add a moving average calculation to my exchange time series. Original data from Quandl Exchange = Quandl.…

python python-3.x pandas moving-average
Understanding NumPy's Convolve

When calculating a simple moving average, numpy.convolve appears to do the job. Question: How is the calculation done when …

python python-2.7 numpy convolution moving-average
How to calculate simple moving average faster in C#?

What is the fastest library/algorithm for calculating simple moving average? I wrote my own, but it takes too long …

c# algorithm financial moving-average
SQL Query for 7 Day Rolling Average in SQL Server

I have a table of hourly product usage (how many times the product is used) data – ID (bigint)| ProductId (tinyint)| …

sql sql-server moving-average
Add Moving average plot to time series plot in R

I have a plot of time series in ggplot2 package and I have performed the Moving average and I would …

r ggplot2 add time-series moving-average