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Type of statistical measure over subsets of a dataset
In statistics, a moving average (rolling average or running average or moving mean or rolling mean) is a calculation to analyze data points by creating
Moving_average
Time series model
In time series analysis, the moving-average model (MA model), also called the moving-average process, is a standard approach for modeling univariate time
Moving-average_model
Statistical model used in time series analysis
autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary
Autoregressive integrated moving average
Autoregressive_integrated_moving_average
Statistical model used in time series analysis
autoregressive–moving-average (ARMA) model is used to represent a (weakly) stationary stochastic process by combining two components: autoregression (AR) and moving
Autoregressive moving-average model
Autoregressive_moving-average_model
Number taken as representative of a list of numbers
same value, any average of it is that value. Most averages are monotonic, i.e. moving a member of it in one direction causes the average to move in the
Average
Occurrence in time-series statistics
a moving-average crossover occurs when, on plotting two moving averages each based on different degrees of smoothing, the traces of these moving averages
Moving_average_crossover
Technical analysis indicator
Moving average envelope is a technical analysis indicator, showing lines above and below a moving average. The starting point is a simple or exponential
Moving_average_envelope
indicators which average a price over time. As is the case with the double exponential moving average (DEMA) and the triple exponential moving average (TEMA) this
Zero lag exponential moving average
Zero_lag_exponential_moving_average
Exponential Moving Average (TEMA) is a technical indicator in technical analysis that attempts to remove the inherent lag associated with moving averages by placing
Triple exponential moving average
Triple_exponential_moving_average
Stock indicator introduced in 1994
The Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of
Double exponential moving average
Double_exponential_moving_average
Topics referred to by the same term
Look up moving average in Wiktionary, the free dictionary. A moving average is a calculation to analyze data points by creating a series of averages of different
Moving average (disambiguation)
Moving_average_(disambiguation)
Digital signal sample rate converter
simple 1st-order moving-average FIR filter, with division by R M {\displaystyle RM} omitted. To see this, consider how a simple moving average filter can be
Cascaded integrator–comb filter
Cascaded_integrator–comb_filter
Statistical techniques analyzing facts to make predictions about unknown events
accurate average than it would be to take the average of the entire data set. Centered moving average methods utilize the data found in the single moving average
Predictive_analytics
are commonly used: the weighted-average cost method, applied in a periodic inventory system, and the moving-average cost method, applied in a perpetual
Average_cost_method
Variations in data at specific regular intervals less than a year
variations of a time-series data. Method of simple averages Ratio to trend method Ratio-to-moving-average method Link relatives method The measurement of
Seasonality
Simple technical analysis indicators
similarly based on changes in a moving average (a triple exponential in that case). The relationship between different moving average trading rules is explained
Momentum_(technical_analysis)
Generates a forecast of future values of a time series
moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average
Exponential_smoothing
Type of filter in signal processing
{\displaystyle {\text{MSE}}=\int _{-1/2}^{1/2}W(F)|R(F)-H_{d}(F)|^{2}\,dF} A moving average filter is a very simple FIR filter. It is sometimes called a boxcar
Finite_impulse_response
Chart indicator of moving average convergence/divergence
The Moving Average Convergence Divergence (MACD) is a trading indicator used in technical analysis of securities prices, created by Gerald Appel in the
MACD
Market volatility indicator
trend, simply the degree of price volatility. The average true range is an N-period smoothed moving average (SMMA) of the true range values. Wilder recommended
Average_true_range
Time series models
fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated moving average) models by allowing non-integer
Autoregressive fractionally integrated moving average
Autoregressive_fractionally_integrated_moving_average
Algorithm to smooth data points
higher order polynomial. An unweighted moving average filter is the simplest convolution filter. The moving average is often used for a quick technical analysis
Savitzky–Golay_filter
Financial indicator
the smoothed moving average of (+DM) divided by average true range -DI = 100 times the smoothed moving average of (-DM) divided by average true range The
Average directional movement index
Average_directional_movement_index
Value representing unit price
number of units to calculate the average cost. This is a very accurate method of establishing stock holding. Moving average cost (MAC) is a slight permutation
Cost_price
Representation of a type of random process
Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive
Autoregressive_model
Statistical price volatility chart
consist of an N-period moving average (MA), an upper band at K times an N-period standard deviation above the moving average (MA + Kσ), and a lower band
Bollinger_Bands
Indicator in technical analysis
(EMA) as the average instead of Wilder's SMMA. The smoothed moving averages should be appropriately initialized with a simple moving average using the first
Relative_strength_index
Method to find best fit of a time-series model
and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series
Box–Jenkins_method
Technical analysis pattern of markets
number of NYSE issues traded, smoothed by an appropriate exponential moving average. The theory itself was promoted by Jim Miekka. The pattern is a combination
Hindenburg_Omen
Procedure for currency conversion
The moving average rate procedure is a proven procedure within development cooperation to convert locally used currency of the projects (voucher currency)
Moving_average_rate_procedure
Moving average and polynomial regression method for smoothing data
or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression. Its most common methods
Local_regression
Theorem of stationary processes
\{b_{j}\}} . b {\displaystyle b} is the possibly infinite vector of moving average weights (coefficients or parameters) η t {\displaystyle \eta _{t}} is
Wold's_theorem
Stock market valuation measure
equity market. It is defined as price divided by the average of ten years of earnings (moving average), adjusted for inflation. As such, it is principally
Cyclically adjusted price-to-earnings ratio
Cyclically_adjusted_price-to-earnings_ratio
Ideal low-pass filter or averaging filter
-11.3 dB for a 4-sample moving average, or -12.8 dB for an 8-sample moving average, and -13.1 dB for a 16-sample moving average. An N {\displaystyle N}
Sinc_filter
Security analysis methodology
kinko hyo – a moving average-based system that factors in time and the average point between a candle's high and low Moving average – an average over a window
Technical_analysis
In finance, a structural moving average model (SMAM) is used to calculate account balances dynamically, but with a structured method of calculation. This
Structural moving average model
Structural_moving_average_model
Type of control chart in statistical quality control
statistical quality control, an EWMA chart (or exponentially weighted moving average chart) is a type of control chart used to monitor either variables or
EWMA_chart
Technical indicator used in the analysis of financial markets
uses moving averages of the underlying momentum of a financial instrument. Momentum is considered a leading indicator of price movements, and a moving average
True_strength_index
Filter in electronics and signal processing
approximated by several runs of a very simple filter such as the moving average. The simple moving average corresponds to convolution with the constant B-spline
Gaussian_filter
rising moving average is a technical indicator used in stock market trading. Most commonly found visually, the pattern is spotted with a moving average overlay
Rising_moving_average
Financial quantity
bullish and prices below it as bearish, in a manner analogous to a moving average. Some traders use crossings of price through the VWAP line as entry
Volume-weighted_average_price
Making predictions with available data
good indicator of future demand. Moving average Weighted moving average Exponential smoothing Autoregressive moving average (ARMA) (forecasts depend on past
Forecasting
Method of determining when the economy has entered a recession
Council of Economic Advisors. The Sahm rule states: When the three-month moving average of the national unemployment rate is 0.5 percentage point or more above
Sahm_rule
Correlation of a signal with a time-shifted copy of itself, as a function of shift
processes, trend-stationary processes, autoregressive processes, and moving average processes. In statistics, the autocorrelation of a real or complex random
Autocorrelation
Buying or selling per prediction of market price trends
peer-reviewed journals. Market timing often looks at moving averages such as 50- and 200-day moving averages (which are particularly popular). Some people believe
Market_timing
Fitting an approximating function to data
a one-dimensional vector. One of the most common algorithms is the "moving average", often used to try to capture important trends in repeated statistical
Smoothing
Business cycle contraction
three-month average of U.S. nonfarm payrolls. Swelling unemployment rate, specifically an unemployment rate rising above its 36-month moving average is a cause
Recession
triple-smoothed exponential moving average. The name Trix is from "triple exponential." TRIX is a triple smoothed exponential moving average used in technical analysis
Trix_(technical_analysis)
on the business cycle. The average to use is a simple 10-day moving average. It is possible to anticipate a moving average crossover if the KST has already
KST_oscillator
Market momentum indicator
the N-day moving average of %K (the last N values of %K). Usually this is a simple moving average, but can be an exponential moving average for a less
Stochastic_oscillator
Time series model
time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is assumed for the error variance, the model is a generalized
Autoregressive conditional heteroskedasticity
Autoregressive_conditional_heteroskedasticity
Chart analysis indicator
Keltner channel is a technical analysis indicator showing a central moving average line plus channel lines at a distance above and below. The indicator
Keltner_channel
Non-linear digital filtering technique to remove noise
the entry and its neighboring entries. The idea is very similar to a moving average filter, which replaces each entry with the arithmetic mean of the entry
Median_filter
Concept in technical analysis
positive and negative. In some cases, the line can be the 200 or 250-day moving average, in other cases, it is just a value. If the current index value drops
Bull–bear_line
Statistical amount
(the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute
Weighted_arithmetic_mean
Sequence of data points over time
small number of parameters (for example, using an autoregressive or moving-average model). In these approaches, the task is to estimate the parameters
Time_series
Trading strategy
generate a trade signal, including the current market price calculation, moving averages and channel breakouts. Traders who employ this strategy do not aim
Trend_following_trading
Method used in finance to determine the optimal parameters for a trading strategy
a strategy around a moving average. You take the first 3 months of data, and find that for that period a 20-minute moving average was optimal (using tick
Walk_forward_optimization
Statistical filter
and formally defined by Zurbenko. It is a series of iterations of a moving average filter of length m, where m is a positive, odd integer. The KZ filter
Kolmogorov–Zurbenko_filter
Data with additional meaningless information in it
measured signal. As an example, Convolution-type digital filters such a moving average can have side effects such as lags or truncation of peaks. Differentiating
Noisy_data
Carrying value of goods sold during a particular period
variations on the calculation may be used, including weighted average and moving average. First-In First-Out (FIFO) assumes that the items purchased or
Cost_of_goods_sold
Financial chart showing prices over time
often combined with charts of other types such as line charts (showing moving average), column charts (trading volume), and range areas (Bollinger Bands)
Open-high-low-close_chart
Local pressure deviation caused by a sound wave
or acoustic pressure is the local pressure deviation from the ambient (average or equilibrium) atmospheric pressure, caused by a sound wave. In air, sound
Sound_pressure
For data monitoring in statistical quality control
further investigation. The moving ranges involved are serially correlated so runs or cycles can show up on the moving average chart that do not indicate
Shewhart individuals control chart
Shewhart_individuals_control_chart
Statistical technique
is set by a single parameter. Kernel smoothing is a type of weighted moving average. Let K h λ ( X 0 , X ) {\displaystyle K_{h_{\lambda }}(X_{0},X)} be
Kernel_smoother
Technical analysis method
the unique "clouds" that feature in Ichimoku charting. Ichimoku is a moving average-based trend identification system and because it contains more data
Ichimoku_Kinkō_Hyō
Type of hash function
window, and the new value added to the window—similar to the way a moving average function can be computed much more quickly than other low-pass filters;
Rolling_hash
List of people with the same nickname
Arthur–Merlin protocol Martin's axiom, an axiom in mathematical logic Moving-average model (MA), in statistics Mach number (Ma), a measure of speed compared
MA
Technical analysis indicator
attempts to eliminate the long-term trends in prices by using a displaced moving average so it does not react to the most current price action. This allows the
Detrended_price_oscillator
Middle quantile of a data set or probability distribution
a datasets – Generalization of the median in higher dimensions Moving average#Moving median – Type of statistical measure over subsets of a dataset Median
Median
Topics referred to by the same term
Volume-weighted average price (VWAP), an execution benchmark in finance Time-weighted average price (TWAP), a time-weighted alternative to VWAP Moving average, a rolling
Average_price
Numeric quantity representing the center of a collection of numbers
Heinz mean Heronian mean Identric mean Lehmer mean Logarithmic mean Moving average Neuman–Sándor mean Quasi-arithmetic mean Root mean square (quadratic
Mean
Signal processing technique
small number of parameters (for example, using an auto-regressive or moving-average model). In these approaches, the task is to estimate the parameters
Spectral_density_estimation
American businessman
writing a weekly newsletter, Commodity Trend Timing, based on his 5-20 moving average method. His newsletter was very popular, reaching a weekly circulation
Richard_Donchian
also stable and anti-causal. The following definition is a sliding or moving average of input data s ( x ) {\displaystyle s(x)\,} . A constant factor of
Causal_filter
Mathematical calculation from market data to create a forecast
categories. Trend indicators include simple moving averages, exponential moving averages, and the Moving Average Convergence Divergence or MACD. These identify
Technical_indicator
Term referring to an average (American) person
terms average Joe, ordinary Joe, regular Joe, Joe Sixpack, Joe Lunchbucket, Joe Snuffy, Joe Blow, Joe Schmoe (for males), and ordinary Jane, average Jane
Average_Joe
sign as to sell or buy in the short run. This is called the moving average or the average price of a stock over a specific period of time. As a stock
Short-term_trading
Method for reconstructing continuous functions
is a quadratic interpolator. Local regression Diffuse element method Moving average Liang, Jian; Zhao, Hongkai (January 2013). "Solving Partial Differential
Moving_least_squares
Financial term
reporting services commonly offer moving averages for periods such as 50 and 100 days. While reporting services provide the averages, identifying the high and
Mean_reversion_(finance)
United States house price indices
of the homes sold, unlike simple indices based on averages. The CSXR is a three-month moving average as are the indices that compose it. The following
Case-Shiller_index
Operator for offsetting time series elements
can be used, and this is a common notation for ARMA (autoregressive moving average) models. For example, ε t = X t − ∑ i = 1 p φ i X t − i = ( 1 − ∑ i
Lag_operator
Type of filter reusing an output as an input
not always have an infinite impulse response. Some implementations of moving average filter are recursive filters but with a finite impulse response. Non-recursive
Recursive_filter
System where the output depends only on past and current inputs
y(t)=\int _{-\infty }^{\infty }\sin(t+\tau )x(\tau )\,d\tau } Central moving average y n = 1 2 x n − 1 + 1 2 x n + 1 {\displaystyle y_{n}={\frac {1}{2}}\
Causal_system
2022 film by Paul Weitz
79 critics' reviews are positive, with an average rating of 6.4/10. The website's consensus reads: "Moving On fails frustratingly often to rise to the
Moving_On_(2022_film)
Trading strategy
suitable for pairs trading are Ornstein-Uhlenbeck models, autoregressive moving average (ARMA) models and (vector) error correction models. Forecastability
Pairs_trade
Mathematical function resembling a boxcar
result is a simple moving average filter, whose frequency response is a sinc-in-frequency, a type of low-pass filter. Boxcar averager Rectangular function
Boxcar_function
Fungible item produced to satisfy wants or needs
commodities as a whole trade at a price that is greater than their long term moving average. A super cycle will usually occur when there is large industrial and
Commodity
Amount of computational work that a computer system performs
calculate the load average as the exponentially damped/weighted moving average of the load number. The three values of load average refer to the past one
Load_(computing)
charting tools. The usual moving average length for the envelopes and midline is 3-periods. The method also relies on a moving average based on the "PL Dot"
Drummond_geometry
Partial correlation of a time series with its lagged values
mirrors that of the autocorrelation function for autoregressive and moving-average models. For example, the partial autocorrelation function of an AR(p)
Partial autocorrelation function
Partial_autocorrelation_function
Oscillator
difference between the typical price of a commodity and its simple moving average, divided by the mean absolute deviation of the typical price. The index
Commodity_channel_index
integrated moving average Autoregressive integrated moving average Autoregressive model Autoregressive–moving-average model Auxiliary particle filter Average Average
List_of_statistics_articles
analysis Autoregressive model Moving average model Autoregressive moving average model Autoregressive integrated moving average model Anomaly time series
List_of_probability_topics
American commodities trader (born 1946)
mechanical trend-following systems for trading and Donchian's 5- and 20-day moving average systems. Reminiscences of a Stock Operator by Edwin Lefèvre also inspired
Ed_Seykota
calculating its exponential moving average over a 9-day period and the exponential moving average of this average (a "double" average), and summing the ratio
Mass_index
Sequence of data items available over time
or may base an item of output on multiple items of input, such as a moving average. The term stream is used in a number of similar ways: Stream editing
Stream_(computing)
Autoregressive integrated moving average / (FS:C) Autoregressive model / (FS:C) Autoregressive–moving-average model / (FS:C) Moving-average model / (FS:C) Big
Catalog of articles in probability theory
Catalog_of_articles_in_probability_theory
Price index for crude oil
oil from Indonesia. The ICP is determined by Dirjen Migas, based on moving average spot price of a basket of eight internationally traded Indonesia crudes:
Indonesian_Crude_Price
moving average can be considered to be a sequence of temporal means over periods of equal duration. (If the time variable is continuous, the average value
Temporal_mean
MOVING AVERAGE
MOVING AVERAGE
Surname or Lastname
English (of Norman origin) and French
English (of Norman origin) and French : topographic name from Old French molin ‘mill’.English (of Norman origin) : habitational name from a place in France called Moline(s).Swedish : ornamental name from mo ‘sandy heath’ + the common ornamental suffix -lin.In some cases, possibly Italian, a variant of Molino.
Girl/Female
Indian, Telugu
Moving
Surname or Lastname
English
English : variant of Loven or Loving.
Surname or Lastname
Dutch
Dutch : variant of Lovens, patronymic from Loven.English : variant of Lovings.
Surname or Lastname
English
English : ethnic name from Old French Lohereng ‘man from Lorraine’ (see Lorraine).
Boy/Male
Anglo Saxon American English Scandinavian
Moving.
Surname or Lastname
English
English : variant of Gooding.German (Göding) : variant of Godding.
Girl/Female
Arabic, Muslim
Sweet; Always Living; Shy; Loving
Girl/Female
Muslim/Islamic
Sweet always living, shy, loving
Female
Hindi/Indian
(मोहिनी) Hindi myth name of one of Vishnu's avatars, MOHINI means "bewitching." In this form, he was a beautiful woman who enchanted some demons who had stolen the amrita; he was able to enchant them and regain possession of it.
Surname or Lastname
English
English : habitational name from places in Oxfordshire and West Sussex named Goring, from Old English GÄringas ‘people of GÄra’, a short form of the various compound names with the first element gÄr ‘spear’.German (Göring) : see Goering.
Boy/Male
Hindu
Surname or Lastname
English
English : from a Middle English personal name, Gowin, from Old French Gouin, a variant of Godin.Irish : variant of Gowan.
Boy/Male
American, British, English, Irish
Friend of the Sea; Friend; Variant of Irving; Green; Fresh Water; Handsome
Surname or Lastname
English
English : from a Middle English personal name Lyfing, Old English Lēofing, based on lēof ‘dear’.Swedish : apparently an ornamental name formed from the place-name element lov-, meaning unknown, + the suffix -ing (see Arning).
Surname or Lastname
English
English : perhaps an altered form of Malin.
Girl/Female
Muslim
Sweet, Always living, Shy, Loving
Surname or Lastname
English
English : patronymic from the Middle English personal name Lyfing (see Loving).
Boy/Male
Hindu, Indian, Marathi
Moving
Surname or Lastname
English
English : from a diminutive of Moore 2, 3.North German (Möring) : patronymic from the nickname Mohr (see Mohr 2).North German (Möring) : habitational name from Möringen or Möhringen near Stendal and Stettin.Dutch : variant of Morin.
MOVING AVERAGE
MOVING AVERAGE
Girl/Female
Indian, Sanskrit
To Guard
Surname or Lastname
English
English : habitational name from Great or Little Wolford in Warwickshire, named with Old English wulf ‘wolf’ + weard ‘protector’, ‘guard’.English : from the Old English personal name Wulfweard, composed of the same elements as 1.
Boy/Male
Hindu, Indian, Marathi
Elegance
Girl/Female
Australian, Finnish, French, Hawaiian, Hebrew
God Heard; Her Name is God; Told by God
Boy/Male
Indian, Sanskrit
Guardian of Triumph; King
Girl/Female
Arabic
Almira
Male
Welsh
Welsh form of Hebrew Daniyel, DEINIOL means "God is my judge."Â
Girl/Female
Hindu
One who pleases others, Another name for Durga, Lord Shivas bull
Girl/Female
Hindu, Indian
Sweet; Complete
Boy/Male
Hindu, Indian
Lord Genius
MOVING AVERAGE
MOVING AVERAGE
MOVING AVERAGE
MOVING AVERAGE
MOVING AVERAGE
n.
Manner of life; as, riotous living; penurious living; earnest living.
n.
The chips or fragments made by boring.
a.
Giving life or spirit; having power to give life; inspiriting; invigorating.
n.
A hole made by boring.
a.
Having qualities characteristic of oxen or cows; sluggish and patient; dull; as, a bovine temperament.
a.
Changing place or posture; causing motion or action; as, a moving car, or power.
v. i.
Active; lively; vigorous; -- said esp. of states of the mind, and sometimes of abstract things; as, a living faith; a living principle.
v. i.
Being alive; having life; as, a living creature.
n.
Material used in making boxes or casings.
a.
Exciting movement of the mind; adapted to move the sympathies, passions, or affections; touching; pathetic; as, a moving appeal.
a.
Moving by inherent power, without the aid of external impulse.
n.
Power of continuing life; the act of living, or living comfortably.
a.
Expressing love or kindness; as, loving words.
n.
The operatin of forming the rove, or slightly twisted sliver or roll of wool or cotton, by means of a machine for the purpose, called a roving frame, or roving machine.
a.
Approaching; of the future, especially the near future; the next; as, the coming week or year; the coming exhibition.
n.
Approach; advent; manifestation; as, the coming of the train.
n.
Alt. of Goring cloth
n.
The act of changing place or posture; esp., the act of changing one's dwelling place or place of business.
a.
That dives or is used or diving.
p. pr. & vb. n.
of Move