Statistical Glossary
Triangular Filter:
The triangular filter is a linear filter that is usually used as a smoother . The output of the rectangular filter at the moment 
is the weighted mean of the input values at the adjacent moments of discrete time 
.
In contrast to the rectangular filter , the weights are not constant within the time “window” 
, but decline linearly – the farther the time moment from , the smaller the weight, and the time moments that are further than the half-size 
of the filter window have zero weight.
If to plot the weights against , then the plot looks like a symmetrical triangle. This explains the “triangular” in the name of this filter.
The triangular filter is completely defined by a single parameter 
– the window size. The greater the parameter, the greater the degree of smoothing and, hence, the greater the suppression of higher frequencies.
As compared to the rectangular filter , the triangular filter provides better suppression of the higher frequencies and its output looks smoother.
See also the short course Time Series Forecasting .