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In statistics, a moving average (rolling average or running average or moving mean[1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms. Mathematically, a moving average is a type of convolution.
In mathematics and statistics, a circular mean or angular mean is a mean designed for angles and similar cyclic quantities, such as times of day, and fractional parts of real numbers. This is necessary since most of the usual means may not be appropriate on angle-like quantities. For example, the arithmetic mean of 0° and 360° is 180°, which ...
The geometric mean is defined as the n th root of the product of n numbers, i.e., for a collection of numbers a1, a2, ..., an, the geometric mean is defined as. or, equivalently, as the arithmetic mean in logarithmic scale: The geometric mean of two numbers, say 2 and 8, is the square root of their product, that is, .
Generalized mean. N-th root of the arithmetic mean of the given numbers raised to the power n. Plot of several generalized means . In mathematics, generalized means (or power mean or Hölder mean from Otto Hölder) [1] are a family of functions for aggregating sets of numbers.
In the statistical analysis of time series, autoregressive–moving-average (ARMA) models are a way to describe of a (weakly) stationary stochastic process using autoregression (AR) and a moving average (MA), each with a polynomial. They are a tool for understanding a series and predicting future values. AR involves regressing the variable on ...
Quantity disagreement is the absolute value of the mean error: [4] | = |. Allocation disagreement is MAE minus quantity disagreement. It is also possible to identify the types of difference by looking at an ( x , y ) {\displaystyle (x,y)} plot.
Main article: Arithmetic mean. The arithmetic mean (or simply mean or average) of a list of numbers, is the sum of all of the numbers divided by their count. Similarly, the mean of a sample , usually denoted by , is the sum of the sampled values divided by the number of items in the sample. For example, the arithmetic mean of five values: 4, 36 ...
The p-value for the permutation test is the proportion of the r values generated in step (2) that are larger than the Pearson correlation coefficient that was calculated from the original data. Here "larger" can mean either that the value is larger in magnitude, or larger in signed value, depending on whether a two-sided or one-sided test is ...