TY - Type of reference TI - Some analytical properties of moving averages. Application to the detection of trends in a signal AU - Jacques Padet AB - The analysis of very irregular processes is often based on the search for a trend, an average curve representing the general course of the observed phenomenon. If each people is more or less capable of drawing such a curve freehand, in an intuitive way, its objective determination is very delicate. The method of moving averages being one of the most used in the search for trends, we propose here to study some properties of these moving averages (essentially mean and variance, or standard deviation). We then show that they can be used to detect characteristic observation windows, leading to structural trends of the analyzed signal. The notion of tau-average (trend obtained by a moving average with a variable window) is also re-examined. DO - 10.21494/ISTE.OP.2024.1079 JF - Entropy: Thermodynamics – Energy – Environment – Economy KW - Trends, Data analysis, Observation scales, Turbulence scales, Sensitivity of an observation system, Multi-scale modelling, Moving averages, Variance, Tendances, Analyse de données, Echelles d’observation, Echelles de turbulence, Sensibilité d’un système d’observation, Modélisation multi-échelles, Moyennes mobiles, Variance, L1 - http://openscience.fr/IMG/pdf/iste_entropie24v5n2_1.pdf LA - en PB - ISTE OpenScience DA - 2024/02/19 SN - 2634-1476 TT - Quelques propriétés analytiques des moyennes mobiles, et leur application à la détection de tendances dans un signal UR - http://openscience.fr/Some-analytical-properties-of-moving-averages-Application-to-the-detection-of IS - Issue 2 VL - 5 ER -