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moving average

noun

, Statistics.
  1. one of a succession of averages of data from a time series, where each average is calculated by successively shifting the interval by the same period of time.


moving average

noun

  1. statistics (of a sequence of values) a derived sequence of the averages of successive subsequences of a given number of members, often used in time series to even out short-term fluctuations and make a trend clearer

    the 3-term moving average of 4, 6, 8, 7, 9, 8 is 6, 7, 8

“Collins English Dictionary — Complete & Unabridged” 2012 Digital Edition © William Collins Sons & Co. Ltd. 1979, 1986 © HarperCollins Publishers 1998, 2000, 2003, 2005, 2006, 2007, 2009, 2012
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Word History and Origins

Origin of moving average1

First recorded in 1910–15
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Example Sentences

Instead, he used well-established “denoising” techniques that, much like noise-canceling headphones, subtract a moving average of the record to catch the remaining signal.

The four-week moving average of jobless claim applications — which flattens out some of weekly volatility — fell by 7,750 to 213,250.

Labor’s layoffs data Thursday also showed that the four-week moving average of jobless claim applications — which flattens out some of weekly volatility — ticked up by 500 to 220,750.

The four-week moving average of claims, which smooths out week-to-week volatility, fell by 750 to 220,000.

The Australian dollar was held to $0.6541 after recoiling on Tuesday from resistance at its 200-day moving average at $0.6588.

From Reuters

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