Moving averages are frequently used to analyze time series. A moving average specifies a window of data that is previously seen, which is averaged each time the window slides forward by one period:
The different types of moving averages differ essentially in the weights used for averaging. The exponential moving average, for instance, has exponentially decreasing weights with time:
This means that older values have less influence than newer values, which is sometimes desirable.
The following code from the
moving_average.py file in this ...