Smoothing · Free
Moving average
Average the last k points; the window is chosen by fit among {3, 5, 7, 12}.
What it assumes
The local mean is slowly changing; last k points are equally informative.
When to use
Noisy level with little trend.
When to avoid
Strong trend (it lags) or long seasonal waves.
Knobs
Window k chosen by in-sample SSE among {3,5,7,12}.
How it works
A moving-average forecast treats the last k observations as equally informative and ignores everything older. WhichForecast picks k from a small set by in-sample SSE, then still ranks the method on rolling-origin MASE. Equal weights lag a trend and smear a seasonal wave, so MA is a noise-killer for a wandering level — not a trend or season model.
Sample forecast question
Daily ticket counts wobble around 19 with no trend. What is the moving-average forecast for the next three days?
Step-by-step on these numbers
| Period | Actual | Fitted |
|---|---|---|
| D1 | 18 | 18 |
| D2 | 21 | 18 |
| D3 | 17 | 19.50 |
| D4 | 20 | 18.67 |
| D5 | 19 | 19 |
| D6 | 22 | 19 |
| D7 | 18 | 19.50 |
| D8 | 20 | 19.29 |
| Period | Forecast | 95% interval |
|---|---|---|
| D9 | 19.57 | 15.74 – 23.40 |
| D10 | 19.57 | 14.15 – 24.99 |
| D11 | 19.57 | 12.94 – 26.21 |
Parameters the engine found
k= 7last= 19.571
The question
Daily ticket counts wobble around 19 with no trend. What is the moving-average forecast for the next three days? Sample days: D1=18, D2=21, D3=17, D4=20, D5=19, D6=22, D7=18, D8=20 (tickets).
Choose a window
The engine tries k ∈ {3, 5, 7, 12} (capped by n = 8) and keeps the k with smallest in-sample SSE. Here k = 7.
Last window
Average of the last 7 points 21, 17, 20, 19, 22, 18, 20 = 19.57. The forward forecast holds that mean.
Forecast
D9: 19.57; D10: 19.57; D11: 19.57.
Interval
Residual σ = 1.954. For h = 1 the 95% band is [15.74, 23.40] around 19.57. The engine labels this a residual-Gaussian heuristic (σ√h), not a simulation interval.
Graph of this sample
The chart plots the canned table on this page (actuals, in-sample fitted, forecast, 95% interval). Not your Excel series. Free analysis never uploads raw data.
Educational only. Not investment, weather, or operational advice. In the add-in, rank is rolling-origin MASE — “best supported among candidates on this series.”