Filtering Data

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ndb
ndb on 27 Apr 2011
Hello,
I am trying to compute an average and variance of a large data set (~330000 rows x 3 different columns), but I'd like to take the average and var. of every 240 entries. I think you'd call this a moving average/variance, but I'm not sure.
Can you please provide hints as to accomplish this? I'm thinking either a for-loop or using the 'filter' function, but am not sure how to approach this problem...
Thanks in advance,
Nic
  2 Comments
ndb
ndb on 27 Apr 2011
Also,
I already have a column that records the minute each measurement is made, there being 4 measurements taken each second (4 * 60 = 240 measurements a minute). So I'm thinking that I might be able to construct a loop that looks to see if the minute column has changed (say, from minute 0 to minute 1) and if so, average/take variance of the values stored in some temporary variable...
Am I on the right track?
Andrew Newell
Andrew Newell on 27 Apr 2011
By "entries" do you mean rows or total number of variables?

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Accepted Answer

Jarrod Rivituso
Jarrod Rivituso on 27 Apr 2011
Here's a filter function example for ya...
Example code for simple moving average:
data = rand(4000,3);
window = ones(240,1)/240;
filtered_data = filter(window,1,data);
Hope this helps!
  1 Comment
Jarrod Rivituso
Jarrod Rivituso on 27 Apr 2011
After reading your additional comment, here's a fancy bit of code that you might find useful:
%create random data
data = rand(100,4);
%emulate 4th column a bit
data(1:10,4) = 1;
data(11:20,4) = 2;
%extract all rows where 4th column is equal to 1
extractedData = data(data(:,4) == 1,:)
%find variance of extracted data
var(extractedData)

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