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| Weighted Moving Average http://forum.alglib.net/viewtopic.php?f=2&t=439 |
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| Author: | cjsteury [ Tue Sep 13, 2011 3:03 am ] |
| Post subject: | Weighted Moving Average |
Hi Sergey, Quick question... Is there currently or will there be a way to use Weighted Moving Averages? Seems simple enough but am having a heck of a time coming up with one. Craig |
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| Author: | Sergey.Bochkanov [ Tue Sep 13, 2011 9:09 am ] |
| Post subject: | Re: Weighted Moving Average |
I haven't thought about it yet. Do you mean some kind of smoothing filter for the possibly noisy dataset? Or some kind of prediction model? |
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