mas: Moving average smoothing

In harbinger: A Unified Time Series Event Detection Framework

Moving average smoothing

Description

The mas() function returns a simple moving average smoother of the provided time series.

Usage

mas(x, order)

Arguments

x	A numeric vector or univariate time series.
order	Order of moving average smoother.

Details

The moving average smoother transformation is given by

(1/k) * ( x[t] + x[t+1] + ... + x[t+k-1] )

where k=order, t assume values in the range 1:(n-k+1), and n=length(x). See also the ma of the forecast package.

Value

Numerical time series of length length(x)-order+1 containing the simple moving average smoothed values.

References

R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.

Examples

#loading the example database
data(examples_changepoints)

#Using simple example
dataset <- examples_changepoints$simple
head(dataset)

# setting up change point method
ma <- mas(dataset$serie, 5)

harbinger documentation built on June 22, 2024, 7:38 p.m.