Moving Averages
Posted: Thu Feb 19, 2009 6:27 pm
Is there a Vensim function that computes moving averages or must we write our own function?
The standard moving average function is the SMOOTH function or its explicit representation
average sales = INTEG((sales - average sales)/time to average sales,sales)
If you are working with difference equations and want a fixed window algebraic average you can use
average sales = period sales/length of period
period sales = INTEG(sales - past sales,sales*length of period)
past sales = DELAY FIXED(sales,length of period,sales)
or a variation on that.