chab

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Mar
17
awarded  Editor
Mar
17
comment Is there a reliable recursive formula for a simple moving average (moving mean)?
Yes, you was right. Just corrected it.
Mar
17
revised Is there a reliable recursive formula for a simple moving average (moving mean)?
added 7 characters in body
Mar
16
comment Is there a reliable recursive formula for a simple moving average (moving mean)?
The possible reason might be the following. If the values of y(t) are relatively small and w is big, divisions for sum(y(t))/w and (y(t)+y(t-w))/w have different precision orders. (for example if y(t) is approximately 0.001, and n is 10000, division 0.001/10000 is less accurate, compared to 10/10000). Then if you add real numbers with different precisions, the smaller one is truncated.
Mar
16
awarded  Teacher
Mar
16
answered Is there a reliable recursive formula for a simple moving average (moving mean)?