Moving Avg calculation

5 vues (au cours des 30 derniers jours)
Jim
Jim le 23 Juin 2011
How does matlab calculate the initial points of a moving average? for example if my timeseries matrix TS is 10x1 and i want 2 and 5 period EMAS then movavg(TS, 2, 5, 'e') will return two 10x1 matrices even though the inital points in theory dont have enough samples to calculate the ema yet.

Réponses (2)

Sean de Wolski
Sean de Wolski le 23 Juin 2011
It's fairly well explained in
doc movavg
I would recommend using conv anyway. example thread
  1 commentaire
Jim
Jim le 23 Juin 2011
now sure what you mean by well explained. Doc was first place i checked, and it doesnt seem to go into any detail as far as how its calculated unless im overlooking something?

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Teja Muppirala
Teja Muppirala le 24 Juin 2011
One nice thing about MATLAB is that you can edit a lot of the functions to see what's inside.
edit movavg
The code is well documented so you should be able to see what's going on.
  1 commentaire
Jim
Jim le 24 Juin 2011
thank you i had no idea!

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