How to efficiently compute average on the fly (moving average)?

Your solution is essentially the “standard” optimal online solution for keeping a running track of average without storing big sums and also while running “online”, i.e. you can just process one number at a time without going back to other numbers, and you only use a constant amount of extra memory. If you want a slightly optimized solution in terms of numerical accuracy, at the cost of being “online”, then assuming your numbers are all non-negative, then sort your numbers first from smallest to largest and then process them in that order, the same way you do now. That way, if you get a bunch of numbers that are really small about equal and then you get one big number, you will be able to compute the average accurately without underflow, as opposed to if you processed the large number first.

Leave a Comment

Hata!: SQLSTATE[HY000] [1045] Access denied for user 'divattrend_liink'@'localhost' (using password: YES)