RUNNING MEANS

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The running mean is calculated by finding the mean of all the Y values in a neighbourhood of Xi, as shown by the following formula

formula

where |Ni| is the size of the neighbourhood.

The mean is the value of the smoothing function at the point Xi

The disadvantages of the running mean are that it tends to flatten trends near the endpoints and does not smooth very well in the middle.

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Generalized Additive Models 23.4.96 Page : 5a of 15