\begin{definition}[Definition:Moving Average Model/Moving Average Operator]
Let $S$ be a stochastic process based on an equispaced time series.
Let the values of $S$ at timestamps $t, t - 1, t - 2, \dotsc$ be $z_t, z_{t - 1}, z_{t - 2}, \dotsc$
Let $\tilde z_t$ be the deviation from a constant mean level $\mu$:
:$\tilde z_t = z_t - \mu$
Let $a_t, a_{t - 1}, a_{t - 2}, \dotsc$ be a sequence of independent shocks at timestamps $t, t - 1, t - 2, \dotsc$
Let $M$ be a '''moving average model''' on $S$ of order $q$:
:$\tilde z_t = a_t - \theta_1 a_{t - 1} - \theta_2 a_{t - 2} - \dotsb - \theta_q a_{t - q}$
Let $\map \theta B$ be defined as:
:$\map \theta B = 1 - \theta_1 B - \theta_2 B^2 - \dotsb - \theta_q B^q$
where $B$ denotes the backward shift operator.
Then $\map \theta B$ is referred to as the '''moving average operator'''.
Hence the '''moving average model''' can be written in the following compact manner:
:$\tilde z_t = \map \theta B a_t$
\end{definition}