WeightedMovAvg (ML Engine) - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.10
1.1
Published
October 2019
Language
English (United States)
Last Update
2019-12-31
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dita:id
B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

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.