Moving Average

Given a Sequence $\{a_i\}_{i=1}^N$, an $n$-moving average is a new sequence $\{s_i\}_{i=1}^{N-n+1}$ defined from the $a_i$ by taking the Average of subsequences of $n$ terms,

$$s_i={1\over n}\sum_{j=i}^{i+n-1} a_j.$$

See also Average, Spencer's 15-Point Moving Average

References

Kenney, J. F. and Keeping, E. S. ``Moving Averages.'' §14.2 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 221-223, 1962.