16.8 Let x*t = 1 2m + 1 a m j= -m xt+j be a simple, centered...
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16.8 Let x*t =
1 2m + 1 a
m j= -m xt+j be a simple, centered 12m + 12-point moving average.
Show that x*t +1 = x*t xt+m+1 - xt-m 2m + 1 How might this result be used in the efficient computation of series of centered moving averages?
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Related Book For
Essential Mathematics And Statistics For Science
ISBN: 9780470694480
2nd Edition
Authors: Graham Currell, Dr. Antony Dowman
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