V2EX moving-average

Moving Average

释义 Definition

移动平均(线):一种对按时间顺序排列的数据进行平滑处理的方法;通过计算某个固定窗口(如过去 10 天、20 次观测等)内数据的平均值,并随着时间推进不断更新,用来减少短期波动、观察长期趋势。在统计学与金融技术分析中非常常见。(也有不同变体,如简单移动平均与指数移动平均。)

发音 Pronunciation (IPA)

/muv vrd/

例句 Examples

I calculated a moving average to smooth the weekly sales numbers.
我计算了一个移动平均值来平滑每周的销售数据。

Traders often compare the 50-day moving average with the 200-day moving average to judge whether a long-term trend is strengthening or weakening.
交易者常把 50 日移动平均线与 200 日移动平均线对比,用来判断长期趋势是在增强还是在减弱。

词源 Etymology

moving 表示“会移动的、会随时间推进而变化的”,average 表示“平均值”。合在一起强调:平均值不是固定一次算完,而是随着新数据到来不断“向前滚动”更新,因此中文常译为“移动平均(线)”或“滑动平均”。

相关词 Related Words

文学与经典著作 Literary Works

  • Technical Analysis of the Financial Markets(John J. Murphy)
  • Trading for a Living(Alexander Elder)
  • Quantitative Trading(Ernest P. Chan)
  • Time Series Analysis: Forecasting and Control(Box, Jenkins, Reinsel & Ljung)
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