General Mathematics · time series · manipulative

Simple moving average

Each smoothed value is just the mean (or median) of a small odd window of neighbours. Widen the window — the wiggles flatten.

raw series moving average window at t

Amber band is the odd window centred on t · the moving average is undefined at the ends

Window

24
Show overlay
the full smoothed series

Smoothed value

The moving average is not a new measurement — it is the average of the neighbours in an odd window, which is why wiggles shrink as the window grows.