weighted moving average

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Related to Moving average: Weighted moving average

weighted moving average

[¦wād·əd ¦müv·iŋ ′av·rij]
(statistics)
A method used for smoothing data in a time series in which each observation being averaged is given a weight which reflects its relative importance in calculating the average.
References in periodicals archive ?
This is called <strong>divergence</strong>, because the faster moving average is "diverging" or moving away from the slower moving average.