Create a moving average

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Dirk
Dirk il 28 Giu 2013
Modificato: Adam Danz il 19 Set 2021
Hi There, How can I calculate a moving average for a column of data. For instance i want to average the 50 points either side of each data point in my column. Thanks

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Andrei Bobrov
Andrei Bobrov il 28 Giu 2013
A - your data
L = filter(ones(101,1)/101,1,[A(:) zeros(50,1)]);
out = L(51:end);

Più risposte (5)

Image Analyst
Image Analyst il 28 Giu 2013
Modificato: Image Analyst il 28 Giu 2013
For a 1D column vector:
movingAverage = conv(yourSignal, ones(101,1)/101, 'same');
For a 2D array of columns:
movingAverage = conv2(yourSignal, ones(101,1)/101, 'same');
If you don't want the central pixel to be included in the average and have ONLY the 50 on either side, use
kernel = ones(101,1)/100;
kernel(51) = 0;
movingAverage = conv(yourSignal, kernel, 'same');
Same for a 2D matrix except use conv2 instead of conv. conv() and conv2() are highly optimized and very fast.
  4 Commenti
Nuchto
Nuchto il 30 Nov 2017
So you could use ones(101,1) first, and onces it is convolved you can divide by 101?
Image Analyst
Image Analyst il 30 Nov 2017
Yes.

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Grzegorz Knor
Grzegorz Knor il 7 Apr 2017
Modificato: Adam Danz il 19 Set 2021
From MATLAB R2016a there is a function movmean which does not require additional toolboxes.
  1 Commento
Image Analyst
Image Analyst il 7 Apr 2017
True, and it offers some edge handling options ('shrink', 'discard', 'fill') that conv2() does not have.
conv2() also does not require any toolboxes because it's in base MATLAB.

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Marc
Marc il 28 Giu 2013
If you have the financial toolbox, doc movavg()....
[Short, Long] = movavg(Asset, Lead, Lag, Alpha)

the cyclist
the cyclist il 28 Giu 2013
This page of the MATLAB documentation has an example of using the filter() command to calculate a moving average:
  1 Commento
Dirk
Dirk il 28 Giu 2013
Thanks. The filter function is set to average data from the previous n measurements. Is there a simple way to specify a different averaging criteria? Thanks

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Jan
Jan il 28 Giu 2013
There are many moving average filters in the FileExchange. Whenever a standard problem occurs, looking in the FEX is a good idea:

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