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Python Data Analysis by Ivan Idris

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Moving averages

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:

Moving averages

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:

Moving averages

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 ...

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