3.28 mmvavg - Calculate Moving Average

Calculate the moving average. The three different ways to calculate moving average include simple moving average ( $SMA$ ), weighted moving average ( $WMA$ ), and exponential moving average ( $EMA$ ).

The value of $t$ time is expressed by $x_ t$ , and period is represented by $m$ as defined in several formulas of moving average (3.1,3.2,3.3).

$\displaystyle SMA_ t=\frac{1}{m} \sum _{i=0}^{m-1} x_{t-i} \label{eq:sma}$

(3.1)

$\displaystyle WMA_ t=\sum _{i=0}^{m-1} \frac{m-i}{S} x_{t-i},\ \ S=\sum _{i=1}^ m i \label{eq:wma}$

(3.2)

$\displaystyle EMA_ t=\alpha x_ t + (1-\alpha )EMA_{t-1} \label{eq:ema}$

(3.3)

Format

mmvavg [s=] [k=] f= [t=] [-exp|-w] [alpha=] [skip=] [i=] [o=] [-nfn] [-nfno] [-x] [-q] [precision=] [--help] [--version]

Parameters

`s=`	After the specified field is sorted (multiple fields can be specified), moving average is calculated.
	`s=` parameter is required when `-q` option is not specified.
`k=`	Aggregate records using the specified field name(s) (multiple fields can as unit of calculation.
`f=`	Compute the moving averages of the field(s) (multiple fields can be specified).
`t=`	Interval numbers of integers greater than 1.
	When `-exp` is used with `alpha=`, the `t=` parameter do not need to be defined.
`-w`	Linear weighted moving average.
`-exp`	Exponential smoothing moving average.
`alpha=`	Use a real number as smoothing coefficient when `-exp` is specified.
	The default value of alpha is `alpha=2/(value of = t+1)`。
`skip=`	Specify the number of rows to hide from the top in the output.
	Default value: `skip=(value of t= -1)`, `skip=0` when `-exp` is specified.

Examples

Example 1: Basic Example

The first row is not printed as there is less than the number of required intervals for computation.

$ more dat1.csv
id,value
1,5
2,1
3,3
4,4
5,4
6,6
7,1
8,4
9,7
$ mmvavg s=id f=value t=2 i=dat1.csv o=rsl1.csv
#END# kgmvavg f=value i=dat1.csv o=rsl1.csv s=id t=2
$ more rsl1.csv
id%0,value
2,3
3,2
4,3.5
5,4
6,5
7,3.5
8,2.5
9,5.5

Example 2: Basic Example 2

The first row is not printed as there is less than the number of required intervals for computation.

$ mmvavg s=id f=value t=2 -w i=dat1.csv o=rsl2.csv
#END# kgmvavg -w f=value i=dat1.csv o=rsl2.csv s=id t=2
$ more rsl2.csv
id%0,value
2,2.333333333
3,2.333333333
4,3.666666667
5,4
6,5.333333333
7,2.666666667
8,3
9,6

Example 3: Basic Example 3

Exponential smoothing moving average (-exp) includes the first row in the output.

$ mmvavg s=id f=value t=2 -exp i=dat1.csv o=rsl3.csv
#END# kgmvavg -exp f=value i=dat1.csv o=rsl3.csv s=id t=2
$ more rsl3.csv
id%0,value
1,5
2,2.333333333
3,2.777777778
4,3.592592593
5,3.864197531
6,5.288065844
7,2.429355281
8,3.47645176
9,5.82548392

Example 4: An example of assigning key

$ more dat2.csv
id,key,value
1,a,5
2,a,1
3,a,3
4,a,4
5,a,4
6,b,6
7,b,1
8,b,4
9,b,7
$ mmvavg s=key,id k=key f=value t=2 i=dat2.csv o=rsl4.csv
#END# kgmvavg f=value i=dat2.csv k=key o=rsl4.csv s=key,id t=2
$ more rsl4.csv
id,key,value
2,a,3
3,a,2
4,a,3.5
5,a,4
7,b,3.5
8,b,2.5
9,b,5.5

Example 5: Display all records including those that are less than the defined intervals

$ more dat3.csv
key,value
a,1
a,2
a,3
a,4
a,5
b,6
b,1
b,4
b,7
$ mmvavg -q k=key f=value t=2 skip=0 i=dat3.csv o=rsl5.csv
#END# kgmvavg -q f=value i=dat3.csv k=key o=rsl5.csv skip=0 t=2
$ more rsl5.csv
key,value
a,1
a,1.5
a,2.5
a,3.5
a,4.5
b,6
b,3.5
b,2.5
b,5.5

Related Commands

mmvstats : Specify the average as well as various types of statistics.

mmvsim : Compute bivariate statistics.

mwindow : Computes statistics on sliding window data which cannot be computed using mmvstats.