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AveragingFunktionen

AveragingFunktionen, a term used in mathematical contexts, designate functions that map a finite set or sequence of numbers to a single value that represents central tendency. They appear in statistics, data processing, and signal analysis to summarize data and smooth signals.

Common types include the arithmetic mean mu = (1/n) sum xi, the weighted mean mu_w = sum w_i

Properties: an averaging function maps a data collection to a value between its minimum and maximum; many

Applications include data smoothing in statistics and time series, noise reduction in signals, indicators in finance,

Computation: averaging functions are typically inexpensive to evaluate and can be updated incrementally for streaming data

xi
/
sum
w_i,
the
geometric
mean
(prod
xi)^{1/n}
for
positive
xi,
and
the
harmonic
mean
n
/
sum
(1/xi).
Time-series
variants
include
the
simple
moving
average
S_t
=
(1/k)
sum_{i=0}^{k-1}
x_{t−i}
and
the
exponential
moving
average
E_t
=
alpha
x_t
+
(1−alpha)
E_{t−1}.
such
functions
are
monotone
with
respect
to
inputs;
linear
averaging
is
homogeneous
with
respect
to
scaling;
some
variants
(trimmed
or
robust
means)
reduce
sensitivity
to
outliers.
preprocessing
in
experimental
science,
and
image
processing.
or
windowed
analyses.