<
Previous

Next

Contents
>
Moving Average
As the measurement sequence grows over time, sometimes we would like to get only the average of last elements. This average is called movingaverage (or movag in short) with kernel length counted from the latest measurement or from the end of the sequence and denoted as
(10)
Diagram of moving average
If the kernel length larger than the length of sequence , then we disregard the movinglength and count from the beginning of the sequence
Example
We have sequence . Let and then
Suppose we want to know the movingaverage for , then and we have
<
Previous

Next

Contents
>
Rate this tutorial or give your comments about this tutorial