I used a moving upper quartile window to select some data, but I require some kind of reference justifying its use and I cannot find anything suitable for it. Does anyone know of a book/paper that talks about a moving upper quartile window?
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$\begingroup$ Why do you use it? What did other people do when they tried to achieve the same thing you are trying to do? $\endgroup$– Stephan KolassaCommented Jul 20, 2015 at 12:39
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$\begingroup$ I used it mainly because I was suggested it through this site :p and I don't know anyone else who has used it for the work that I've performed $\endgroup$– user2062207Commented Jul 20, 2015 at 12:45
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$\begingroup$ Suggested through this site? Then link to that suggestion, please. $\endgroup$– Glen_bCommented Apr 17, 2016 at 4:10
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1 Answer
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William S. Cleveland and Beat Kleiner. 1975. A Graphical Technique for Enhancing Scatterplots with Moving Statistics. Technometrics 17: 447–54. doi:10.2307/1268431 calculated moving upper and lower semi-midmeans. These are the midmeans of the upper and lower halves of the data, above and below a median. The midmean is the mean of the middle half of the data. Thus, these were means of the quantiles for 62.5-87.5% points and for 12.5-37.5% points respectively and thus similar in spirit to moving quartiles, yet based directly on more of the data.
answered Apr 16, 2016 at 17:51