AI engineering glossary · Time series recsys
What is moving average?
Moving average (also called Simple moving average): A smoothed series made by averaging the most recent k values at each point. It reduces random noise and reveals the trend, but lags behind real changes and gives equal weight to all k values.
Moving average: an example
Daily sales 10, 14, 12, 16 with k = 3 gives averages 12 and 14 for the last two days.
Related terms
More Time series recsys terms
- Moving average model
- Multi-stage recommender pipeline
- Multi-step forecasting
- Multiplicative decomposition
- N-BEATS
- Naive forecast
- Novelty
- Pairwise ranking
Where you learn it
Moving average is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.