1.0 - 8.00 - WeightedMovAvg - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.0
8.00
Release Date
May 2019
Content Type
Programming Reference
Publication ID
B700-4003-098K
Language
English (United States)

The WeightedMovAvg function computes the weighted moving average of points in a series, applying arithmetically decreasing factors to older data points. In an n-point weighted moving average, the most recent data point has weight n, the second most recent data point has weight (n - 1), and so on, until the weight is zero. All weights are normalized by the factor n (n +1)/2.