Title :
Enhanced Moving Average Computation
Author :
Vadakkoot, Raveendran ; Shah, Mitul Devendra ; Shrivastava, Suyashi
Author_Institution :
Infosys Technol. Ltd., Bangalore, India
fDate :
March 31 2009-April 2 2009
Abstract :
Moving Average is a known technique used in the analysis of time-series data. Quite commonly its used as a technique to smooth out spikes and highlight the trends over a longer period of time. This paper discusses a series of variants to standard moving average computation, which when used with time series data produce quite effective results and with considerable improvement to computational performance. The topic discussed here uses as 4 point moving average computation algorithm. The algorithm takes only the spikes in the data into consideration and eases out the effect of those spikes. The paper also discusses about a greedy technique with which smoothing can be much better.
Keywords :
data analysis; moving average processes; smoothing methods; time series; enhanced moving average computation; greedy technique; smoothing method; time-series data analysis; Cities and towns; Computer science; Data analysis; Data engineering; Image processing; Information analysis; Signal processing; Signal processing algorithms; Smoothing methods; Time series analysis;
Conference_Titel :
Computer Science and Information Engineering, 2009 WRI World Congress on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-0-7695-3507-4
DOI :
10.1109/CSIE.2009.811