IMovingStatistics Interface

Common interface for moving-window statistics.

Namespace: Accord.Statistics.Moving
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public interface IMovingStatistics : IRunningStatistics, 
	IRunning<double>, IMoving<double>

Public Interface IMovingStatistics
	Inherits IRunningStatistics, IRunning(Of Double), IMoving(Of Double)

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The IMovingStatistics type exposes the following members.

Properties

	Name	Description
	Count	Gets the number of samples within the window. (Inherited from IMovingTValue.)
	Mean	Gets the current mean of the gathered values. (Inherited from IRunningStatistics.)
	StandardDeviation	Gets the current standard deviation of the gathered values. (Inherited from IRunningStatistics.)
	Variance	Gets the current variance of the gathered values. (Inherited from IRunningStatistics.)
	Window	Gets the size of the window. (Inherited from IMovingTValue.)

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Methods

	Name	Description
	Clear	Clears all measures previously computed. (Inherited from IRunningTValue.)
	Push	Registers the occurrence of a value. (Inherited from IRunningTValue.)

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Remarks

Moving-window statistics such as moving average and moving variance, are a type of finite impulse response filters used to analyze a set of data points by creating a series of averages of different subsets of the full data set.

Reference

Accord.Statistics.Moving Namespace