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Add non weighted moving average model #928

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tackes opened this issue Oct 15, 2024 · 2 comments
Open

Add non weighted moving average model #928

tackes opened this issue Oct 15, 2024 · 2 comments

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@tackes
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tackes commented Oct 15, 2024

Description

It doesn't appear to be a current functionality to add a simple moving average. HOLT is weighted, a simple MA model with a moving window size parameter
This would be another nice model to use for baselining and smoothing.

Use case

A smooth model which had use cases is baselining

@tackes
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tackes commented Oct 25, 2024

@GGA-PERSO no unfortunately those are not moving average models.
Those are static window averages.

A moving average model recursively predicts 1 step using a average then repeats.
These window functions do not do that

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