Performs moving average on a univariate or multivariate (vector) time series to smooth out fluctuations or to estimate the trend of the time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • cmsdt.png Xt —

    Xt specifies the univariate time series.

  • ci32.png method —

    method specifies the filter type to use in filtering the input time series.

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • c1ddbl.png user defined weights —

    user defined weights specifies a set of weights for the moving average operation. If you specify a value for user defined weights, this VI ignores the setting for method. The number of weights must be odd, and the weight array must be symmetric so no phase distortion takes places in the moving average operation.

  • imsdt.png Xt out —

    Xt out returns the filtered univariate time series.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • TSA Moving Average Details

    This VI estimates the trend of a time series by using a linear filtering operation according to the following equation:

    where {ar} is a set of weights. In practice, . This operation is a moving average or finite impulse response (FIR) filter.

    Examples

    Refer to the Moving Average VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Moving Average VI.