V2EX weighted moving average

Weighted Moving Average

定义 Definition

加权移动平均(Weighted Moving Average, WMA)是一种“移动平均”方法:对一段时间内的数据赋予不同权重(通常越接近当前的观测值权重越大),再计算平均值。它比简单移动平均(SMA)对最新变化更敏感,常用于金融技术分析、时间序列平滑与趋势判断。(在不同领域也可能有不同的加权规则。)

发音 Pronunciation(IPA)

/wetd muv vrd/

例句 Examples

The chart shows a weighted moving average of the last 10 days.
图表显示了过去10天数据的加权移动平均。

To reduce noise while reacting faster to recent changes, the analyst used a weighted moving average with higher weights on the newest prices.
为了在降低噪声的同时更快响应近期变化,分析师使用了加权移动平均,并对最新价格赋予更高权重。

词源 Etymology

“Weighted”来自“weight(重量/权重)”,表示“带权的”;“moving average”直译为“移动平均”,指随着时间窗口向前滚动而不断更新的平均值。合起来强调:平均时不是每个数据点“同等重要”,而是按设定的“权重”贡献不同。

相关词 Related Words

文学/著作中的用例 Notable Works

  • John J. Murphy, Technical Analysis of the Financial Markets(技术分析经典教材中介绍多种移动平均及加权思路)
  • Perry J. Kaufman, Trading Systems and Methods(交易系统方法中讨论不同移动平均的变体与应用)
  • Robert D. Edwards & John Magee, Technical Analysis of Stock Trends(技术分析早期经典,对移动平均类指标有系统讨论)
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