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Browse files- arithmetic mean/main.pdf +0 -0
- arithmetic mean/main.tex +52 -0
arithmetic mean/main.pdf
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arithmetic mean/main.tex
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\documentclass[11pt]{article}
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\usepackage[margin=1in]{geometry}
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% Core packages
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\usepackage{amsmath,amssymb}
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\usepackage{tikz-cd}
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\usepackage{multicol}
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% Paragraphs
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\setlength{\parindent}{0pt}
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\setlength{\parskip}{1\baselineskip}
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\title{Arithmetic Mean}
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\author{algorembrant}
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\date{\today}
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\begin{document}
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\maketitle
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The average of total lookback $T$ is defined as:
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\[
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\text{average} = \frac{1}{T} \sum_{t=0}^{T-1} x_{0-t}, \quad \text{where $t$ is $timestamp$ $indexing$ and $0$ as current time}
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\]
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which expands as
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\[
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\frac{x_0 + x_{-1} + x_{-2} + x_{-3} + \ldots + x_{-(T-1)}}{T}, \quad \text{like} \quad
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\frac{x_0 + x_{-1} + x_{-2} + x_{-3}}{4}
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\]
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and other variants
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\[
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\text{average} =
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\begin{cases}
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\text{if lookback}, & \displaystyle \frac{1}{T} \sum_{t=0}^{T-1} x_{0-t} = \frac{x_0 + x_{-1} + x_{-2} + \ldots + x_{-(T-1)}}{T} \\[10pt]
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\text{if lookahead}, & \displaystyle \frac{1}{T} \sum_{t=0}^{T-1} x_{0+t} = \frac{x_0 + x_{1} + x_{2} + x_{3} + \ldots + x_{T-1}}{T}
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\end{cases}
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\]
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or starts indexing at 1
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\[
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\text{average} =
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\begin{cases}
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\text{if lookback}, & \displaystyle \frac{1}{T} \sum_{t=1}^{T} x_{-t} = \frac{x_{-1} + x_{-2} + x_{-3} + \ldots + x_{-(T)}}{T} \\[10pt]
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\text{if lookahead}, & \displaystyle \frac{1}{T} \sum_{t=1}^{T} x_{t} = \frac{x_{1} + x_{2} + x_{3} + \ldots + x_{T}}{T}
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\end{cases}
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\]
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\end{document}
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