  Our study focuses on determining the best weight windows for a weighted
moving average smoother under squared loss. We show that there exists an
optimal weight window that is symmetrical around its center. We study the class
of tapered weight windows, which decrease in weight as they move away from the
center. We formulate the corresponding least squares problem as a quadratic
program and finally as a projection of the origin onto a convex polytope.
Additionally, we provide some analytical solutions to the best window when some
conditions are met on the input data.
