Moving-Average

By Kardi Teknomo, PhD .

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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 moving-average (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 moving-length and count from the beginning of the sequence

Example

We have sequence . Let and then

Suppose we want to know the moving-average for , then and we have

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