Moving Average TransformΒΆ

The documentation is generated based on the sources available at dotnet/machinelearning and released under MIT License.

Type: datatransform Aliases: MovingAverageTransform, MoAv Namespace: Microsoft.ML.Runtime.TimeSeriesProcessing Assembly: Microsoft.ML.TimeSeries.dll Microsoft Documentation: Moving Average Transform

Description

Applies a moving average on a time series. Only finite values are taken into account.

Parameters

Name Short name Default Description
lag l 1 Lag between current observation and last observation from the sliding window
name     The name of the new column
source src   The name of the source column
weights w   (optional) Comma separated list of weights, the first weight is applied to the oldest value. An empty value will be replaced by uniform weights.
windowSize wnd 2 The size of the sliding window for computing the moving average