1.1 - 8.10 - WeightedMovAvg (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
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.