Talk:Averages/Simple moving average: Difference between revisions
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(New page: ==Numerical soundness== The implementations which use or permit floats and keep a running sum which is added to and subtracted from, if given nontrivial numbers, will eventually have the ...) |
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The implementations which use or permit floats and keep a running sum which is added to and subtracted from, if given nontrivial numbers, will eventually have the sum drift away from the actual value because floating-point arithmetic is nonassociative ((((a + b) + c) + d) - a is not necessarily equal to (((a - a) + b) + c) + d = (b + c) + d); should this be considered incorrect, or warned about? --[[User:Kevin Reid|Kevin Reid]] 14:51, 20 June 2009 (UTC)
:Hmm, and wouldn't it potentially loose less precision if you sorted on absolute values and summed from the smallest absolute value up? We could hope that people read the talk page before using code snippets? --[[User:Paddy3118|Paddy3118]] 16:07, 20 June 2009 (UTC)
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Revision as of 16:07, 20 June 2009
Numerical soundness
The implementations which use or permit floats and keep a running sum which is added to and subtracted from, if given nontrivial numbers, will eventually have the sum drift away from the actual value because floating-point arithmetic is nonassociative ((((a + b) + c) + d) - a is not necessarily equal to (((a - a) + b) + c) + d = (b + c) + d); should this be considered incorrect, or warned about? --Kevin Reid 14:51, 20 June 2009 (UTC)
- Hmm, and wouldn't it potentially loose less precision if you sorted on absolute values and summed from the smallest absolute value up? We could hope that people read the talk page before using code snippets? --Paddy3118 16:07, 20 June 2009 (UTC)