Delayed-Moving-Average

By Kardi Teknomo, PhD.

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Instead of taking the moving average of the latest measurement, sometimes we would like to get the moving-average with fixed length of the measurement sequence at some time before the latest measurement. Let us call this average as delayed-moving-average (or demovag , in short) for ,

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Diagram of delayed-Moving-Average

Compare to average, delayed-average, or moving-average, delayed-moving-average is the most flexible form of average. The beginning and the end of the sequence that are considered for the average, is not fixed from the beginning or end of the sequence. It can be anywhere within the sequence.

Example

We have sequence . Let the delay , and , then

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Preferable reference for this tutorial is

Teknomo, Kardi. Mean and Average. http:\\people.revoledu.com\kardi\ tutorial\BasicMath\Average\