# Questions tagged [moving-average]

In time series analysis, the moving-average (MA) model is a common approach for modeling univariate time series. The moving-average model specifies that the output variable depends linearly on the current and various past values of a stochastic (imperfectly predictable) term.

374 questions
Filter by
Sorted by
Tagged with
8 views

### Suggested techniques to model forward moving averages

I want to start a personal project, but i'm failing to formulate my business problem into a model. I would love inputs on how to better look into this issue and what type of models/techniques i should ...
19 views

### how to summarize moving average

This question is about how to summarize moving averages. Please assume the values in column Pct are % of people how have negative opinion about vaccine. column MovgAvg is the two year moving average ...
13 views

### Mean of weekly data smoothed with a 3-week moving average

I have weekly Influenza data for 6 years and I want to find the mean to plot over time so that I can compare to the weekly data for 2024 so far (here is the dataset). The problem I have is that the ...
• 191
1 vote
35 views

### Forecasting ARIMA(0,0,1) model by hand - trouble with MA elements

I am having issues forecasting a stationary ARIMA(0,0,1) time-series. I currently have 500 observations of the process, and want to predict the coming three periods. Using Stata software, I am able to ...
• 11
46 views

### How to determine (the lag order of) MA from these plots?

I am using time series to analyze the price of a commodity. Characterizing is the fact that the price of the good is determined per hour, one day prior to the day of delivery. For now, I have ...
• 31
14 views

29 views

### Does moving average smoothing affect future forecasts of a time series?

I'm trying to make a multivariate time series forecast using endogenous variables. My features show a lot of spikes (noise), and as I was researching some steps to handle it, I found moving average ...
25 views

### Why can MA(q) (Moving Average Model with lag q) not predict q timesteps in the future [closed]

I understand that the equation for Moving Average model for lag q is - $$y_t = \mu + \epsilon_t + \theta_1\epsilon_{t-1}+ \theta_2\epsilon_{t-2}+\dots+ \theta_q\epsilon_{t-q}$$ lets say we have ...
30 views

### Applying filter (e.g., moving average) on Binomial distributed random values

I start with Binomial distributed random values with known $N$ and success probability $p$. I can easily estimate PMF and CDF of such distribution. Now assume these Binomial distributed random values ...
63 views

### Solving an exercise about admissible coefficient values for a MA(1) process

I'm studying "Principles of system identification : Theory and Pratice" by Arun K. Tangirala and well... I've just entered the part about moving averages and I'm confused. I don't understand ...
• 121
116 views

• 55
54 views

### Why do we use moving averages in evaluation process for Batch Normalization layer?

I have seen many links about MA for batch normalization but nothing answered my question. In Batch normalization, you get means and variance for each mini-batches in the training process. And the ...
• 1
1 vote