The threshold between short-term and long-term depends on the application, and the parameters of the moving average will be set accordingly. Then the subset is modified by "shifting forward" that is, excluding the first number of the series and including the next value in the subset.Ī moving average is commonly used with time series data to smooth out short-term fluctuations and highlight longer-term trends or cycles. Given a series of numbers and a fixed subset size, the first element of the moving average is obtained by taking the average of the initial fixed subset of the number series. Variations include: simple, cumulative, or weighted forms (described below).Ī moving average filter is sometimes called a boxcar filter, especially when followed by decimation. It is also called a moving mean ( MM) or rolling mean and is a type of finite impulse response filter. In statistics, a moving average ( rolling average or running average) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Smoothing of a noisy sine (blue curve) with a moving average (red curve). For other uses, see Moving-average model and Moving average (disambiguation).
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