Moving average method - Idouheikinho (English spelling) method of moving average

Japanese: 移動平均法 - いどうへいきんほう（英語表記）method of moving average

(1) A method for finding trend fluctuations from time series of economic statistics. It is often used to remove the effects of waves with significant periodicity when analyzing economic time series. The average value of a certain interval is calculated centered on the value _xt at each point t of the time series, and the average value is calculated for the entire period of the same time series while moving the averaging interval in sequence. This series of average values _yt is regarded as the trend fluctuation of the original time series. _yt is also a time series. In most cases, the number of terms to be averaged is odd, but if there is an even number, a kind of weighted moving average is used. For example, in the case of a 12-month moving average, if the first and last terms are weighted at 1/2 to make it 1/24 and the other terms are weighted at 1/12 to calculate the average, all the waves that repeat over 12 months will be removed. In addition, in the analysis of time series, when _yt is given first, a model called a moving average process is often used in which an uncorrelated time series is considered for each point in time as _xt , and _yt is expressed by the moving average of this. (2) A method for calculating the payment price and closing inventory value of materials or merchandise whose unit prices vary depending on the time of receipt. Each time new materials or merchandise are received, the receipt price is added to the balance at that time, the total is divided by the sum of the received quantity and the balance quantity to determine the weighted average unit price, which is then used as the unit price for future deliveries. Since the unit price is revised each time materials or merchandise are received, continuous recording is required. This method has the advantage that the unit price for delivery can be made clear at any time when the material is delivered, but it also has the disadvantage that the calculation becomes tedious when there are many receipts, and the unit price often has a fraction.

Source: Encyclopaedia Britannica Concise Encyclopedia About Encyclopaedia Britannica Concise Encyclopedia Information

Japanese:

(1) 経済統計の時系列から傾向変動を見出すための方法の一つ。経済時系列を解析する際に顕著な周期性をもつ波の影響を除去するためにしばしば用いられている。時系列の各時点 t の値 x_t を中心にして一定区間の平均値を求め，同一時系列の全期間について，平均する区間を順次移動させながら平均値を求めて，この平均値の系列 y_t をもとの時系列の傾向変動とみなすのである。 y_t はまた時系列になる。多くは平均する数値の項数は奇数個となるが，偶数個の場合には，一種の加重移動平均を行う。たとえば，12ヵ月移動平均の場合には，最初と最後の項に 1/2 のウエイトをつけて 1/24 とし，他の項は 1/12 として平均を計算すれば，12ヵ月で繰返される波はすべて除去されることになる。また時系列の解析においては，y_t が先に与えられているときに x_t として各時点ごとに無相関な時系列を考え，これの移動平均により y_t を表わす移動平均過程というモデルがよく用いられる。 (2) 受入時点により単価の異なる材料や商品の払出価額および期末棚卸価額を算出する方法の一つ。材料ないし商品を新たに受入れるたびに，受入金額をその時点の残高金額に加えた合計額を，受入数量と残高数量の合計で割って加重平均単価を決定し，それを以後の払出単価にする方法である。受入れのたびに単価を改訂するので，継続的記録が要求される。払出時にいつでも払出単価が明確にできる長所があるが，受入回数が多いと計算がめんどうであるうえ，単価に端数の出る場合が多いという欠点もある。

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