Adaptive Window Moving Average
How to implement a moving average in C without a buffer
Is it possible to implement a moving average in C without the need for a window of samples? I've found that I can optimize a bit, by choosing a window size that's a power of two to allow for bit-shifting instead of dividing, but not needing a buffer would be nice.
How to decide window size for a moving average filter
Hello all, I have some noisy data in the form of x and y variables. I plan to use moving average filer to get satisfactory results, yet as close as possible to the real data. I understand that higher window size means more smooth data, and hence less realistic. Is that correct?
Download the 'AMA Adaptive Moving Average Alerts Serie MT4
AMA Adaptive Moving Average Alerts Serie MT4: Signals and Alerts for AMA (Adaptive Moving Average) indicator based on these MQL5 posts: Adaptive Moving Average (AMA) and Signals of the Indicator - English
Fractal Adaptive Moving Average (FRAMA) — Technical
The Fractal Adaptive Moving Average (FRAMA) is an intelligent, adaptive moving average that was developed by John Ehlers. It takes the importance of price changes into account and follows price closely with significant moves while remaining flat if price ranges.
Moving mean
Open Live Script Compute the three-point centered moving average for each row of a matrix. The window starts on the first row, slides horizontally to the end of the row, then moves to the second row, and so on. The dimension argument is two, which slides the window across the columns of A.
smoothing - Moving Average for Unevenly Sampled Time Series
The simple moving average can be considered as a weighted average of neighboring data points, where weights are 1 for data points that fall within the window and 0 for data points outside. More sophisticated averages use triangular weightings.
A Simple Moving Average Algorithm - CodeProject
A running average (also called a moving average) can be implemented in different ways. For an in-depth description, refer to wikipedia. Simply Moving Average. A simple moving average is the unweighted mean (the sum of all items in a list divided by the number of items in the list) of the previous n data points.
rolling functions, rolling aggregates, sliding window, moving
Some users, me included, are waiting for just simple moving average in data.table for 4 years already. Here's my take this, coming from a statistician's point-of-view. My point-of-view comes from Data Warehousing (where I used window function, at least once a week) and price trend analysis (where I used tens of different moving averages).