moving average
One of a family of techniques used to analyze time series data, in which a weighted average is determined for a given data point based on its value and the past values.
Syn: rolling average

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  • Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

  • moving average — An average of prices for a specified number of days. If it is a three (3) day moving average, for example, the first three days prices are averaged (1,2,3), followed by the next three days average price (2,3,4), and so on. Moving averages are… …   Financial and business terms

  • Moving average — Used in charts and technical analysis, the average of security or commodity prices constructed in a period as short as a few days or as Long as several years and showing trends for the latest interval. As each new variable is included in… …   Financial and business terms

  • Moving Average - MA — An indicator frequently used in technical analysis showing the average value of a security s price over a set period. Moving averages are generally used to measure momentum and define areas of possible support and resistance. Moving averages are… …   Investment dictionary

  • moving average —   media mobile   Il moving average o media mobile è la media calcolata su un numero fisso di osservazioni di una determinata variabile economica, il cui valore cambia perché in ogni periodo entra nel range di calcolo la rilevazione più recente ed …   Glossario di economia e finanza

  • moving average — A series of arithmetic means calculated from data in a time series, which reduces the effects of temporary seasonal variations. For example, a moving average of the monthly sales figures for an organization might be calculated by averaging the 12 …   Big dictionary of business and management

  • moving average — average that is recalculated after every numerical change; method for calculating the value of inventory …   English contemporary dictionary

  • moving average — /ˌmu:vɪŋ æv(ə)rɪdʒ/ noun an average of share prices on a stock market, where the calculation is made over a period which moves forward regularly COMMENT: The commonest are 100 day or 200 day averages, or 10or 40 week moving averages. The average… …   Dictionary of banking and finance

  • moving average — Statistics. 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. [1910 15] * * * …   Universalium

  • moving average — noun : the average of statistical data (as in a time series) computed over a progressively shifting interval …   Useful english dictionary

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