MATLAB Answers


Create a moving average

Asked by Dirk
on 28 Jun 2013

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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5 Answers

Answer by Andrei Bobrov
on 28 Jun 2013
 Accepted answer

A - your data

L = filter(ones(101,1)/101,1,[A(:) zeros(50,1)]);
out = L(51:end);


Answer by Image Analyst
on 28 Jun 2013
Edited by Image Analyst
on 28 Jun 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.


Answer by Marc
on 28 Jun 2013

If you have the financial toolbox, doc movavg()....

[Short, Long] = movavg(Asset, Lead, Lag, Alpha)


Answer by the cyclist
on 28 Jun 2013

This page of the MATLAB documentation has an example of using the filter() command to calculate a moving average:

  1 Comment

on 28 Jun 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

Answer by Jan Simon
on 28 Jun 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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