You are working with the text-only light edition of "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8". Click here for further information. |
Table of Contents Bivariate Data Smoothing Moving Average | |
See also: savitzky-golay filter |
The moving average is a simple method to smooth measured data by replacing a data point with the average (or a weighted form of it) of its neighbors. In the most simple case, only three data points are taken and their average is calculated:
The averaging window is moved over the data, shifting it by one time step after each calculation ("moving average"). The moving average can be denoted in a more general form by
with k defining the width of the moving window, w_{i} being the weights, and x(t) being the data values at time t.
Note that a moving average is closely related to Savitzky-Golay
filtering and to FIR filters.
Last Update: 2005-Jul-16