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time-based moving average

turicumturicum Member Posts: 15 Contributor II
edited November 2018 in Help
Hi!

given a set of time-stamped data (e.g., double-precision values), what's the best way to compute time-based moving averages? For example, instead of computing the average over a window of width N, where N is the number of items in the input data array. I'd like to compute it on the items having time-stamp between times t_n and t_n+1, I suppose that filling the gaps in the data array (to get evenly-time-stamped data) would be one way of doing it: Is there any other solution that does not involve modifying the input data?

Thanks!
Alex

Answers

  • landland RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 2,531 Unicorn
    Hi Alex,
    I must admit, that the ValueSeries Processing plugin still lacks this functionality. We are normally confronted with equidistant time series and I guess for learning, you will need them equidistant anyway. Filling these gaps with the moving average could be a good solution. Currently you would have to use the Fill Data Gaps operator and then build a process for filling in the missing values.

    But you might post this time moving average / fill data gaps as a feature request on our bug tracker. It seems to be a good idea to me.

    Greetings,
      Sebastian
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