AI engineering glossary · Time series recsys
What is moving average model?
Moving average model (also called MA model, MA(q)): A model that predicts the current value from a constant plus the current and q previous random shocks, each with a weight. Not to be confused with smoothing by averaging. Formula for MA(1): y_t = c + e_t + theta * e_(t-1).
Moving average model: an example
With theta = 0.5, yesterday's surprise of +4 raises today's value by 2.
Related terms
More Time series recsys terms
- Multi-stage recommender pipeline
- Multi-step forecasting
- Multiplicative decomposition
- N-BEATS
- Naive forecast
- Novelty
- Pairwise ranking
- Partial autocorrelation function
Where you learn it
Moving average model is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.