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Moving averages / Moving median etc

version 1.1.0.0 (1.66 KB) by Aslak Grinsted
Calculates moving averages (or median/fun) of a timeseries.

15.7K Downloads

Updated 16 Jun 2011

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MOVING will compute moving averages of order n (best taken as odd)

Usage: y=moving(x,n[,fun])
where x is the input vector (or matrix) to be smoothed.
m is number of points to average over (best odd, but even works)
y is output vector of same length as x
fun (optional) is a custom function rather than moving averages

Note:if x is a matrix then the smoothing will be done 'vertically'.


Example:

x=randn(300,1);
plot(x,'g.');
hold on;
plot(moving(x,7),'k');
plot(moving(x,7,'median'),'r');
plot(moving(x,7,@(x)max(x)),'b');
legend('x','7pt moving mean','7pt moving median','7pt moving max','location','best')

Cite As

Aslak Grinsted (2021). Moving averages / Moving median etc (https://www.mathworks.com/matlabcentral/fileexchange/8251-moving-averages-moving-median-etc), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

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