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moving average
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(Definition)
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A moving average is a sequence of arithmetic means taken over a fixed interval moved along consecutive data points from an infinite (or sufficiently large) set of data points. That is, given a sequence
and an interval , the average
is taken for each value
.
Plotting a moving average can help to smooth out an extremely jagged curve so as to allow one to see larger patterns. For example, take this plot of the number of (nondistinct) prime factors function for
:
If instead we plot a moving average with an interval of 40, we get a smoother curve:
Though in all honesty, moving averages are not all that useful in number theory. They are much used, however, in statistics and fields using statistics, such as physics and economics. In economics, for example, a moving average over an interval of say, 3 months, helps investors worry less about the wild hectic fluctuations in a day of trading and focus on the overall direction of a given stock. In physics, to give another example, a yearly moving average of parts per million of carbon dioxide in the
atmosphere of the Earth smooths out the yearly dips of summer to show that overall carbon dioxide is going up, contributing to significant global warming.
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"moving average" is owned by PrimeFan.
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Cross-references: focus, wild, fields, statistics, number theory, curve, smooth, infinite, points, consecutive, interval, fixed, arithmetic means, sequence
This is version 6 of moving average, born on 2007-02-24, modified 2007-04-12.
Object id is 8976, canonical name is MovingAverage.
Accessed 1668 times total.
Classification:
| AMS MSC: | 11-00 (Number theory :: General reference works ) | | | 26D15 (Real functions :: Inequalities :: Inequalities for sums, series and integrals) | | | 62M10 (Statistics :: Inference from stochastic processes :: Time series, auto-correlation, regression, etc.) | | | 91B84 (Game theory, economics, social and behavioral sciences :: Mathematical economics :: Economic time series analysis) |
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Pending Errata and Addenda
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