Forward looking moving average or moving sum
Does anyone know how to calculated a forward looking moving sum or average (for time series data)? Is there an operator that does this so that the look forward length is a variable than can be optimized? From what I can tell, this is not possible. This is very useful for averaging out noisy time series data.
NB -- this is different than calculating a moving average and then taking the difference of that moving average for each example.
Thanks,
Rob
NB -- this is different than calculating a moving average and then taking the difference of that moving average for each example.
Thanks,
Rob