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.

applying rolling mean by group in R

I'm an R newbie and I'm having a lot of trouble doing something that is probably very simple. I have …

r moving-average
Python rolling Sharpe ratio with Pandas or NumPy

I am trying to generate a plot of the 6-month rolling Sharpe ratio using Python with Pandas/NumPy. My input …

pandas finance moving-average
Calculating weighted moving average using pandas Rolling method

I calculate simple moving average: def sma(data_frame, length=15): # TODO: Be sure about default values of length. smas = data_…

python pandas moving-average weighted-average technical-indicator
Computing time-weighted moving average

I have a time series of stock prices and wish to compute the moving average over a ten minute window (…

algorithm time-series mean moving-average
getting the average, p95 and p99 of a stream of data

I have incoming data and I want to compute the average, 95th and 99th percentile of that data - I …

algorithm average precision moving-average
Moving Average based on Timestamps in PostgreSQL

I wanted to perform moving average through timestamps. I have two columns: Temperature and timestamps (time-date) and I want to …

sql postgresql timestamp moving-average
Chart.js: different dataset size

I need to display what I think is a pretty common use case: A line chart showing e.g. daily …

line chart.js moving-average
How do you use a moving average to filter out accelerometer values in iPhone OS

I want to filter the accelerometer values using a moving average, how is this done? Thanks

objective-c iphone filter accelerometer moving-average
Calculating Exponential Moving Average (EMA) using javascript

Hi Is possible to calculate EMA in javascript? The formula for EMA that I'm trying to apply is this EMA = …

javascript arrays moving-average
How can I (efficiently) compute a moving average of a vector?

I've got a vector and I want to calculate the moving average of it (using a window of width 5). For …

matlab moving-average