moving-average Questions

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I have a signal of electromyographical data that I am supposed (scientific papers' explicit recommendation) to smooth using RMS. I have the following working code, producing the desired output, bu...
Offbeat asked 23/11, 2011 at 16:29

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When trying to calculate the exponential moving average (EMA) from financial data in a dataframe it seems that Pandas' ewm approach is incorrect. The basics are well explained in the following lin...
Enliven asked 20/6, 2016 at 13:55

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I am trying to generate a plot of the 6-month rolling Sharpe ratio using Python with Pandas/NumPy. My input data is below: import pandas as pd import numpy as np import matplotlib.pyplot as plt i...
Await asked 4/3, 2018 at 1:29

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I have a dataset consisting of a timestamp column and a dollars column. I would like to find the average number of dollars per week ending at the timestamp of each row. I was initially looking at t...
Venipuncture asked 21/8, 2017 at 22:6

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I am very NEW to pinescript and I am stuck at this point... I would like to plot a cross ONLY when 10 EMA crosses over 21 EMA while 21 is above 50 EMA and 50 EMA is above 200 EMA. This is to indica...
Brennen asked 9/10, 2018 at 21:43

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What's the most efficient way to calculate a rolling (aka moving window) trimmed mean with Python? For example, for a data set of 50K rows and a window size of 50, for each row I need to take the ...
Herlindaherm asked 2/9, 2018 at 9:26

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If I want to calculate the previous n mean years with a lag of the current year, how would I accomplish this? Is it as simple as a "right" rolling mean window? Or is it a "left" rolling mean window...
Low asked 1/5, 2018 at 5:55

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We can find the rolling/moving average of a time series data using window function in pyspark. The data I am dealing with doesn't have any timestamp column but it does have a strictly increasing c...

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The problem Tensorflow includes the function tf.train.ExponentialMovingAverage which allows us to apply a moving average to the parameters, which I've found to be great to stabilize the testing of...
Disarm asked 7/3, 2018 at 9:9

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I'm trying to re-implement the rma function from TradingView pinescript but I cannot make it output the same result as the original function. Here is the code I developed, the code is basically th...
Budde asked 2/1, 2018 at 4:34

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I understand rolling allows you to specify the window type used for calculating the rolling mean. The docs list a variety of windows type options available here. However, I am trying to use a symme...
Punnet asked 19/1, 2018 at 15:50

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In the zoo package there is a function called rollmean, which enables you to make moving averages. The rollmean(x,3) will take the previous, current and next value (ie 4, 6 and 2) in the table belo...
Bray asked 24/4, 2013 at 13:29

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How do you create a moving average in SQL? Current table: Date Clicks 2012-05-01 2,230 2012-05-02 3,150 2012-05-03 5,520 2012-05-04 1,330 2012-05-05 2,260 2012-05-06 3,540 2012-05-07 2,330 Des...
Wetzel asked 16/5, 2012 at 18:58

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I got a data.frame ABC_Score. ABC_Score <- data.frame(Level = c("A", "A", "A", "B", "B", "C", "C", "C", "C"), result = c(2, 3, 3, 7, 9, 18, 20, 17, 20)) What I need is the moving average of...
Waist asked 2/1, 2018 at 22:41

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Say I have the following dataframe import pandas as pd df = pd.DataFrame({ 'distance':[2.0, 3.0, 1.0, 4.0], 'velocity':[10.0, 20.0, 5.0, 40.0] }) gives the dataframe distance velocity 0 2.0 1...
Existentialism asked 24/11, 2017 at 22:53

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I'm using compass heading to rotate an MKMapView. The rotation was a bit jerky so I'm trying to filter it like Google Maps on the iphone does (or appears to do some trickery). I'm trying to filter...
Aeschylus asked 18/3, 2011 at 3:12

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I have daily data with multiple categorical values, stored as a data frame: YYYYMM Date ID Count 201401 01/01/2014 A 151 201401 01/01/2014 B 68 201401 01/01/2014 C 487 201401 02/01/2014 A 198 2014...
Divers asked 26/5, 2017 at 14:37

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I have a pandas dataframe with monthly data that I want to compute a 12 months moving average for. Data for for every month of January is missing, however (NaN), so I am using pd.rolling_mean(data...
Nihility asked 11/8, 2014 at 1:45

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I have the following table in my Postgresql 9.1 database: select * from ro; date | shop_id | amount -----------+----------+-------- 2013-02-07 | 1001 | 3 2013-01-31 | 1001 | 2 2013-01-24 | 1001 |...
Inhabitancy asked 7/2, 2013 at 10:57

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I'm trying to calculate a moving average in r over a particular field BUT I need this moving average to be grouped by two or more other fields. The purpose of this new average is for predictive ana...
Lupine asked 7/2, 2016 at 2:26

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I'm coding something at the moment where I'm taking a bunch of values over time from a hardware compass. This compass is very accurate and updates very often, with the result that if it jiggles sli...
Postscript asked 21/9, 2010 at 13:1

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I'm trying to calculate the rolling averages of every four values in an array list and add those values to a separate array list. My original array list is called numlist and it contains values fro...
Autogenous asked 26/4, 2016 at 10:20

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I have a huge file in HDFS having Time Series data points (Yahoo Stock prices). I want to find the moving average of the Time Series how do I go about writing the Apache Spark job to do that .
Loverly asked 1/5, 2014 at 5:3

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I have a multivariate time series with four variables, x1, x2, x3, x4 (or called four univariate time series X1, X2, X3, X4). After examining each series, I found that each of them would be an ARIM...
Bagworm asked 13/1, 2014 at 23:27

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I have a group of data in the format: ID Minutes Value xxxx 118 3 xxxx 121 4 xxxx 122 3 yyyy 122 6 xxxx 123 4 yyyy 123 8 ... ... .... Each ID is a patient and each value is, say, blood pr...
Highsmith asked 27/1, 2014 at 3:49

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