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Moving average and Weighted moving average on a data set

anandk

Occasional Contributor

Joined:

Mar 20, 2017

Hi,

 

I am trying to do a moving average and a weighted moving average on the data set that I have posted below.

I want to do a moving average to the 'Mean' column.

Also can I repeat this formula by the 'Sample' group in my data set

1 ACCEPTED SOLUTION

Accepted Solutions
txnelson

Super User

Joined:

Jun 22, 2012

Solution

It's just a simple extension of your formula.  You just have to keep track of when the :Sample changes, and then start the calculations from scratch

If( :sample != Lag( :sample, 1 ) | Row() == 1,
	counter = 0;
	startrow = Row();
);
counter = counter + 1;
If( counter < 3,
	Mean( :Mean1[Index( startrow, Row() )] ),
	Mean( :Mean1[Index( Row() - (3 - 1), Row() )] )
);
Jim
14 REPLIES
txnelson

Super User

Joined:

Jun 22, 2012

Here is a moving average formula

Mean( Lag( :Points, 1 ),
	 Lag( :Points, 2 ), 
	 Lag( :Points, 3 ), 
	 Lag( :Points, 4 ), 
	 Lag( :Points, 5 ) 
 )

and a weighted moving average

Mean(
	Lag( :points, 1 ) * :mean,
	Lag( :points, 2 ) * :mean,
	Lag( :points, 3 ) * :mean,
	Lag( :points, 4 ) * :mean,
	Lag( :points, 5 ) * :mean
)
Jim
anandk

Occasional Contributor

Joined:

Mar 20, 2017

Hi txnelson,

Is the below formula you suggested moving average for  the 'Points' column?And you are using the Mean() formula?

How can I put this in a for loop to do it over all the rows?

Also I want to do this By Group

 

txnelson

Super User

Joined:

Jun 22, 2012

Using a formula to define the values of a column is an essential part of JMP.  It is well documented in the JMP book called "Using JMP".  I suggest you read that book.  It was installed on your computer when you installed JMP.  You get to it under the Help pulldown menu

     Help==>Books==>Using JMP

Regardless, here is how to use the formula that I provided you, create a new column in your data table and then right click on the column header and select "Formula"

moving average 1.PNG

As you can see in my example, I named the new column "Moving Average"

The next window that will open up, is the Formula Editor

moving average 2.PNG

It allows you to point and click and create whatever formulas you want.  However, you can also double click in the blue outlined box that has the wording "no formula" and the editor will come up

moving average 3.PNG

As seen in the above window, I just typed in the formula, or it can be pasted into the window.  Then when you click on the "OK" button, you will see the graphical form of the formula

moving average 4.PNG

Then when you click on the "OK" button, or the "Apply" button the formula will be run for the new column

moving average 5.PNG

Jim
anandk

Occasional Contributor

Joined:

Mar 20, 2017

I was able to get the 3 point  Moving Average using.I was able to apply the formula as well.

 

"If( Row() < 3,
Mean( :Mean1[Index( 1, Row() )] ),
Mean( :Mean1[Index( Row() - (3 - 1), Row() )] )
)"

 

Ho can I do this By Group for the Column "Sample"?

For each value of Sample I want a moving average for the  "Mean1" values and I have 239 Sample values.

Thank you for your help

txnelson

Super User

Joined:

Jun 22, 2012

Solution

It's just a simple extension of your formula.  You just have to keep track of when the :Sample changes, and then start the calculations from scratch

If( :sample != Lag( :sample, 1 ) | Row() == 1,
	counter = 0;
	startrow = Row();
);
counter = counter + 1;
If( counter < 3,
	Mean( :Mean1[Index( startrow, Row() )] ),
	Mean( :Mean1[Index( Row() - (3 - 1), Row() )] )
);
Jim
anandk

Occasional Contributor

Joined:

Mar 20, 2017

Thank you for your prompt replies.It worked for my data set

anandk

Occasional Contributor

Joined:

Mar 20, 2017

How can I do a weighted moving average with the above formula with the coefficients 1,4,6,4,1 ?

txnelson

Super User

Joined:

Jun 22, 2012

See the note at the bottom of this reply

 

The formula that is using the index() function isn't going to work for a weighted calculation.  What I assume you want to do is illustrated by the following formula

Mean(
	Lag( ::Mean1, 1 ) *  1,
	Lag( ::Mean1, 1 ) *  4,
	Lag( ::Mean1, 1 ) *  6,
	Lag( ::Mean1, 1 ) *  4,
	Lag( ::Mean1, 1 ) *  1
);

This structure doesn't allow the simple 2 level calculation, so it has to be expanded, but is is basically the same logic

If( :sample != Lag( :sample, 1 ) | Row() == 1,
	counter = 0;
);
counter = counter + 1;
If( counter == 1,
	:Mean1,
	counter ==2,
		Mean(
			Lag( ::Mean1, 1 ) *  1,
			Lag( ::Mean1, 1 ) *  4
		),
	counter ==3,
		Mean(
			Lag( ::Mean1, 1 ) *  1,
			Lag( ::Mean1, 1 ) *  4,
			Lag( ::Mean1, 1 ) *  6
		),
	counter ==4,
		Mean(
			Lag( ::Mean1, 1 ) *  1,
			Lag( ::Mean1, 1 ) *  4,
			Lag( ::Mean1, 1 ) *  6,
			Lag( ::Mean1, 1 ) *  4
		),
	Mean(
		Lag( ::Mean1, 1 ) *  1,
		Lag( ::Mean1, 1 ) *  4,
		Lag( ::Mean1, 1 ) *  6,
		Lag( ::Mean1, 1 ) *  4,
		Lag( ::Mean1, 1 ) *  1
	)
);

 And after all of this, I found the Col Moving Average() function.  So don't do anything above that I suggested, instead, go to 

     Help==>Scripting Index==>Col Moving Average

and you will get a single function that will do everything you have asked for

Jim
anandk

Occasional Contributor

Joined:

Mar 20, 2017

Will this formula divide the weighted mean by the weights sum  that is 16?

I am not getting the expected answer using the formula