Time Serie - Moving Average (MA) - (Rolling|running)

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1 - About

(moving|rolling|running) average

A moving average is commonly used with time series data to smooth out short-term fluctuations and highlight longer-term trends or cycles (Seasonality).

Variations include:


3 - Type

3.1 - Simple

This method replaces each point in the signal with the average of “m” adjacent points, where “m” is a positive integer called the “smooth width”. Usually m is an odd number.

4 - Documentation / Reference