Wednesday, February 29, 2012

x̄ - > The cumulative mean (or cumulative average) and Moving Average

Updated on 5/18/2024 Jumia banner missing link.


In R, you can calculate the cumulative mean of a vector or a sequence of numbers using various methods. One way is to use a loop to calculate the cumulative sum and divide it by the cumulative count at each step. Alternatively, you can use the `cumsum()` function to compute the cumulative sum and then calculate the cumulative mean directly.

Let's illustrate both methods with some code examples:

Method 1: Using a loop to calculate the cumulative mean.

```R
# Sample data vector
data_vector <- c(10, 20, 30, 40, 50)

# Empty vector to store cumulative means
cumulative_means <- numeric(length(data_vector))

# Calculate cumulative mean using a loop
for (i in 1:length(data_vector)) {
  cumulative_means[i] <- mean(data_vector[1:i])
}

# Print the result
print(cumulative_means)
```

Method 2: Using the `cumsum()` function to calculate the cumulative mean.

```R
# Sample data vector
data_vector <- c(10, 20, 30, 40, 50)

# Calculate cumulative sum
cumulative_sum <- cumsum(data_vector)

# Calculate cumulative mean
cumulative_means <- cumulative_sum / seq_along(data_vector)

# Print the result
print(cumulative_means)
```

Both methods will produce the same output:

```
[1] 10 15 20 25 30
```

In the output, you can see that the first element of the `cumulative_means` vector is the same as the first element of the `data_vector`, the second element is the mean of the first two elements of `data_vector`, the third element is the mean of the first three elements of `data_vector`, and so on. This is the cumulative mean of the data_vector at each step.


Both cumulative mean and moving average are methods used to smooth data and identify trends over time. However, they are different in their calculations and applications.

1. Cumulative Mean:
The cumulative mean (or cumulative average) is a measure of the arithmetic mean of a sequence of numbers up to a given point. It provides the average value of the data accumulated so far. As we illustrated earlier, it is calculated by dividing the cumulative sum by the number of data points up to that position.

2. Moving Average:
The moving average (or rolling average) is a technique used to analyze data points by creating averages of subsets of the entire dataset. It is particularly useful for identifying trends or patterns in time series data. Moving averages are often used to smooth out fluctuations and highlight long-term trends.

Let's illustrate the difference between cumulative mean and moving average using R code:

```R
# Sample data vector
data_vector <- c(10, 20, 30, 40, 50)

# Calculate cumulative mean using a loop
cumulative_means <- numeric(length(data_vector))
for (i in 1:length(data_vector)) {
  cumulative_means[i] <- mean(data_vector[1:i])
}

# Calculate moving average using the 'rollmean' function from the 'zoo' package
library(zoo)
window_size <- 3
moving_averages <- rollmean(data_vector, k = window_size, align = "right", fill = NA)

# Print the results
print("Cumulative Mean:")
print(cumulative_means)

print("Moving Average:")
print(moving_averages)
```

Output:

```
[1] "Cumulative Mean:"
[1] 10 15 20 25 30

[1] "Moving Average:"
[1] NA 20 30 40 47
```

In the output, you can see the difference between cumulative mean and moving average:

- Cumulative mean: At each position, the value represents the average of all the elements up to that point.
- Moving average: At each position, the value represents the average of a window of data points, where the window size is specified by `window_size`. The `NA` in the first position is because there are not enough data points to calculate the moving average with a window of size 3 at the beginning of the data.

In summary, cumulative mean provides the average of all data points up to a given position, while moving average computes the average of a subset of data points within a specified window. The choice between these methods depends on the specific analysis and trend detection requirements.


No comments:

Meet the Authors
Zacharia Maganga’s blog features multiple contributors with clear activity status.
Active ✔
πŸ§‘‍πŸ’»
Zacharia Maganga
Lead Author
Active ✔
πŸ‘©‍πŸ’»
Linda Bahati
Co‑Author
Active ✔
πŸ‘¨‍πŸ’»
Jefferson Mwangolo
Co‑Author
Inactive ✖
πŸ‘©‍πŸŽ“
Florence Wavinya
Guest Author
Inactive ✖
πŸ‘©‍πŸŽ“
Esther Njeri
Guest Author
Inactive ✖
πŸ‘©‍πŸŽ“
Clemence Mwangolo
Guest Author

x̄ - > Bloomberg BS Model - King James Rodriguez Brazil 2014

Bloomberg BS Model - King James Rodriguez Brazil 2014 πŸ”Š Read ⏸ Pause ▶ Resume ⏹ Stop ⚽ The Silent Kin...

Labels

Data (3) Infographics (3) Mathematics (3) Sociology (3) Algebraic structure (2) Environment (2) Machine Learning (2) Sociology of Religion and Sexuality (2) kuku (2) #Mbele na Biz (1) #StopTheSpread (1) #stillamother #wantedchoosenplanned #bereavedmothersday #mothersday (1) #university#ai#mathematics#innovation#education#education #research#elearning #edtech (1) ( Migai Winter 2011) (1) 8-4-4 (1) AI Bubble (1) Accrual Accounting (1) Agriculture (1) Algebra (1) Algorithms (1) Amusement of mathematics (1) Analysis GDP VS employment growth (1) Analysis report (1) Animal Health (1) Applied AI Lab (1) Arithmetic operations (1) Black-Scholes (1) Bleu Ranger FC (1) Blockchain (1) CATS (1) CBC (1) Capital markets (1) Cash Accounting (1) Cauchy integral theorem (1) Coding theory. (1) Computer Science (1) Computer vision (1) Creative Commons (1) Cryptocurrency (1) Cryptography (1) Currencies (1) DISC (1) Data Analysis (1) Data Science (1) Decision-Making (1) Differential Equations (1) Economic Indicators (1) Economics (1) Education (1) Experimental design and sampling (1) Financial Data (1) Financial markets (1) Finite fields (1) Fractals (1) Free MCBoot (1) Funds (1) Future stock price (1) Galois fields (1) Game (1) Grants (1) Health (1) Hedging my bet (1) Holormophic (1) IS–LM (1) Indices (1) Infinite (1) Investment (1) KCSE (1) KJSE (1) Kapital Inteligence (1) Kenya education (1) Latex (1) Law (1) Limit (1) Logic (1) MBTI (1) Market Analysis. (1) Market pulse (1) Mathematical insights (1) Moby dick; ot The Whale (1) Montecarlo simulation (1) Motorcycle Taxi Rides (1) Mural (1) Nature Shape (1) Observed paterns (1) Olympiad (1) Open PS2 Loader (1) Outta Pharaoh hand (1) Physics (1) Predictions (1) Programing (1) Proof (1) Python Code (1) Quiz (1) Quotation (1) R programming (1) RAG (1) RL (1) Remove Duplicate Rows (1) Remove Rows with Missing Values (1) Replace Missing Values with Another Value (1) Risk Management (1) Safety (1) Science (1) Scientific method (1) Semantics (1) Statistical Modelling (1) Stochastic (1) Stock Markets (1) Stock price dynamics (1) Stock-Price (1) Stocks (1) Survey (1) Sustainable Agriculture (1) Symbols (1) Syntax (1) Taroch Coalition (1) The Nature of Mathematics (1) The safe way of science (1) Travel (1) Troubleshoting (1) Tsavo National park (1) Volatility (1) World time (1) Youtube Videos (1) analysis (1) and Belbin Insights (1) competency-based curriculum (1) conformal maps. (1) decisions (1) over-the-counter (OTC) markets (1) pedagogy (1) pi (1) power series (1) residues (1) stock exchange (1) uplifted (1)

Followers