A very simple and useful Weighted Moving Average can be had without
keeping a number of samples on hand.
WMA = (WMA + NewSample) / 2
I.e. the new WMA is the average of the current WMA and the value of the
new sample. This weights successive samples by decreasing powers of 2:
Current sample weight=1/2, previous sample weight=1/4, next
previous=1/8, etc.
The WMA tracks changes well. Other weightings can be had by applying
coefficients to the elements:
WMA = (A*WMA + B*NewSample) / (A+B)
It can be seen that the original strategy is an instance of the general
formula with coefficients of 1 for A and B.
-R.
npearson99 wrote:
> I'm trying to calculate a moving average in sqlite through sqliteman.
>
> I'm just trying to get some of the analytic functions to work, but I keep
> getting a syntax error. I got this from a sql wiki page, so I hope
> something like this will work.
>
> select sum(salary) over
> (partition by months order by minutes rows between unbounded preceding and
> current row)
> from tblSalaryData
>
> I get an error by partition. I know this doesn't give me the moving
> average, I'm just trying to get the "over" statement part to register.
>
> Any ideas?
>
> Thanks!
>
--
Regards, Rod Dav4is / P.O. Box 118 / Hyde Park, NY 12538 / USA
Genealogy, et Cetera: http://freepages.rootsweb.ancestry.com/~dav4is/
538 ancestral & collateral families, mostly 17°-19° century
New England & European roots. Total population: 136,000+
Annex: http://www.gencircles.com/users/dav4is/
email: [email protected]
A Democrat, a Republican and a giraffe walk into a bar. The
bartender looks up from his want ads and says, "What is this, a joke?"
-unknown
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