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Results tagged with moving-window
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user 9007
A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. AKA "rolling window".
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Tuning an exponential moving average to a moving window mean?
The alpha parameter of an exponential moving average defines the smoothing that the average applies to a time series. In a similar way, the window size of a moving window mean also defines the smoothi …
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