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extract data points from moving average

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    extract data points from moving average

    I'm wondering if anyone can help me write a formula that will extract individual data points from a rolling average.

    I have data which represents a 30-day rolling average that I can get to every day. I'd like to figure out what _one_day's_ value is, if I can. It seems that if I know the rolling average every day I ought to be able to figure out the data that went into it?

    Example: My ISP gives me a daily usage report that represents my 30 day rolling average of downloaded megabites usage. I have years of data. Can I look at one 30-day period and the adjacent one and by looking at what falls off one end and adds on to the other figure out what the daily usage was for that day?


    Thanks for any help you can provide.
    Last edited by RheaLocci; 04-02-2014 at 11:02 AM.

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    Re: extract data points from moving average

    if you know at some point all 30 values then it is easy
    last one went out and new first one went in so the new one was
    new first = 30*(new moving average - old moving average) + old last

    otherwise - I think not.
    Best Regards,

    Kaper

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    Re: extract data points from moving average

    Rats. No, I do not know the data points. All I have is a fresh 30-day moving average every day.

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    Re: extract data points from moving average

    Anyone else with an idea? It seems there should be a mathematical way to get this?

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    Re: extract data points from moving average

    I do think mathematics also says "NO":

    a1 = (x1+x2+...+x29+x30)/30
    a2 = (x2+x3+...+x30+x31)/30
    a3 = (x3+x4+...+x31+x32)/30
    ...
    you have more and more equations, more and more known values (ak) but with each one you also get one more unknown value

    Sorry, but in my opinion - no way.

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    Re: extract data points from moving average

    As you say, RheaLocci, if there is an answer to the question, we need to work it out mathematically before we can even begin to talk about putting it into Excel.

    In the spirit of brainstorming ideas (Kaper, comment on this possibility): what if we start combining averages:

    a1-a2=(x1+...x30)/30-(x2+...+x31)/30=x1/30-x31/30 one equation in two unkowns still no unique solution. But it seems that, if we have enough averages, the number of combinations will increase quickly, and we may end up with enough unique equations to solve for some of the data points.

    If I did this right, with 4 averages, we get a system of 6 equations in 6 unkowns, which we should be able to solve. Extend that to enough combinations of moving averages, and we may be able to eventually have enough information to solve for each data point. Did I do that right?
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Re: extract data points from moving average

    Obviously, It is a kind of challenge. So let's play a bit longer.
    a1-a2=(x1+...x30)/30-(x2+...+x31)/30=x1/30-x31/30
    a2-a3=(x2+...+x31)/30-(x3+...+x32)/30=x2/30-x32/30
    2 equations 4 unknown
    one could say that we can have 3 equations and 4 unknown if we take:
    a1-a3=(x1+...x30)/30-(x3+...+x32)/30=x1/30+x2/30-x31/30-x32/30
    Promissing? Not really, because it is just linear combination of the two above, so it will shorten back to 2 equations, 4 unknown

    Of course, there is a chance that I'm simply to sceptical.
    If it shows true, I can handle, so if somebody knows how-to, I will welcome the news.
    Last edited by Kaper; 04-01-2014 at 03:59 PM.

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    Re: extract data points from moving average

    Promissing? Not really, because it is just linear combination of the two above, so it will shorten back to 2 equations, 4 unknown
    You're correct. I knew I had to be missing something -- it seemed too easy.

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    Re: extract data points from moving average

    Sigh. So close, but too many unknowns. I appreciate your help! You got at what I was thinking, but I didn't go far enough to prove that it is unknowable. Thank you so much anyway.

    We'll call this one "solved" in that we have solved whether or not it can be done.

    Thanks!

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