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Glossary Time-Series / Term

Spencer's 15-term/21-term Moving Averages

A high-order smoothing technique used to deal with time series that exhibit substantial randomness. In general, the greater the randomness, the larger the number of terms in the moving average method.

Permanent link Spencer's 15-term/21-term Moving Averages - Modification date 2019-12-22 - Creation date 2019-12-22


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