组/存储桶上的EWMA

Question

我需要一个时间序列向量来创建趋势。

我试图在R中获得EMA函数（通过TTR包-我正在加载quantmod，并且需要TTR）来运行一组价格。

有没有一种方法可以针对向量中给定的行数创建EMA估算，因此每个存储区都有一个EMA估算？ 假设我的存储桶大小为10，我想估计每个存储桶之间的趋势，只为该存储桶选择打开和关闭将否定大量信息，因此我想对存储桶进行估算，但是一个输出。

或者，我尝试对存储段长度进行平均，但这无法产生所需的输出。

我正在使用的向量的示例

dput(head(price, 200))
c(137, 137, 137, 137, 137, 137, 137, 137, 137, 136.9, 136.9, 
136.9, 137, 137, 137, 137, 137, 137.2, 137.2, 137.2, 137.1, 137.4, 
137.4, 137.4, 137.4, 137.4, 137.4, 137.1, 137, 137, 137, 137, 
137, 136.9, 136.9, 136.9, 136.9, 136.9, 136.7, 137, 137, 137, 
137, 136.7, 136.9, 136.9, 136.9, 136.5, 136.5, 136.9, 136.9, 
136.9, 137, 137, 137.3, 136.7, 137, 137, 137, 137.1, 137, 137, 
137.1, 137.1, 137, 137, 137.1, 137, 137, 136.8, 137, 137, 136.9, 
136.8, 136.7, 137.1, 137, 137, 137.1, 137, 137.1, 137.1, 136.7, 
136.7, 136.7, 136.7, 136.7, 136.8, 137, 137, 137, 136.9, 136.9, 
136.9, 136.9, 136.9, 136.9, 136.9, 136.9, 136.9, 136.9, 136.9, 
136.9, 136.9, 137, 136.9, 136.9, 136.9, 136.9, 136.9, 136.8, 
136.8, 136.9, 136.9, 136.9, 136.9, 137, 136.9, 136.9, 136.9, 
136.9, 136.9, 136.9, 137, 137, 137, 137, 137, 137, 137, 136.9, 
136.9, 136.9, 137, 137, 136.9, 137, 137.1, 137.1, 137.1, 137, 
137.2, 137.2, 137.2, 137.2, 137.2, 137.2, 137.1, 137.1, 136.9, 
136.8, 136.9, 136.9, 136.9, 136.9, 136.9, 137, 136.9, 137, 137, 
137, 137, 137, 137, 137, 137, 137, 137, 137, 137, 137, 137, 136.9, 
137.1, 137.1, 137.1, 137.1, 137, 137, 137.1, 137.1, 137.1, 137.1, 
137.1, 137.1, 137, 137, 137, 137, 137, 137, 136.9, 136.9, 136.9, 
136.9, 136.9, 136.9, 136.9, 136.9, 136.9)

Answer 1

bucketsize=10

bucket=rep(1:ceiling(length(price)/bucketsize),each=bucketsize)

aggregate(price,list(bucket),mean)