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.

Does Pandas calculate ewm wrong?

When trying to calculate the exponential moving average (EMA) from financial data in a dataframe it seems that Pandas' ewm …

pandas exponential moving-average
Smoothing values over time: moving average or something better?

I'm coding something at the moment where I'm taking a bunch of values over time from a hardware compass. This …

algorithm theory moving-average
Moving average of previous three values in R

In the zoo package there is a function called rollmean, which enables you to make moving averages. The rollmean(x,3) …

r zoo moving-average
How to efficiently compute average on the fly (moving average)?

I come up with this n=1; curAvg = 0; loop{ curAvg = curAvg + (newNum - curAvg)/n; n++; } I think highlights of this …

algorithm math average moving-average
pyspark: rolling average using timeseries data

I have a dataset consisting of a timestamp column and a dollars column. I would like to find the average …

apache-spark pyspark window-functions moving-average
How to efficiently calculate a moving Standard Deviation

Below you can see my C# method to calculate Bollinger Bands for each point (moving average, up band, down band). …

c# algorithm finance moving-average standard-deviation
Apache Spark Moving Average

I have a huge file in HDFS having Time Series data points (Yahoo Stock prices). I want to find the …

time-series hdfs moving-average apache-spark
T-SQL calculate moving average

I am working with SQL Server 2008 R2, trying to calculate a moving average. For each record in my view, I …

sql tsql sql-server-2008-r2 window-functions moving-average
Computing a moving average

I need to compute a moving average over a data series, within a for loop. I have to get the …

matlab moving-average
Replace NaN or missing values with rolling mean or other interpolation

I have a pandas dataframe with monthly data that I want to compute a 12 months moving average for. Data for …

python pandas missing-data moving-average