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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);


Andrei Bobrov
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.


Image Analyst
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

Dirk 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

the cyclist
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:


Jan Simon

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