August 2019
Intermediate to advanced
560 pages
13h 41m
English
The purpose of this aggregation is to compute a series of average values from a subset of buckets into a specified window size from the aggregation in the previous stage. There are five different models to compute the moving average. They are simple, linear, ewma, holt and holt_winter. The window parameter is the size of the subset of buckets. Another important parameter is settings, which lets us specify the parameters of the selected model. Moving average aggregation must be processed within the histogram or date_histogram aggregations. We will show different models with the moving average using a window size of 4 for the monthly closing price change from the buckets for the ACWF ETF in the cf_etf_hist_price
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