Moving averages / Moving median etc

Calculates moving averages (or median/fun) of a timeseries.

Description

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')

• MATLAB release: MATLAB 7 (R14)

[N. Schneebly]

use Matlabs smooth function

[Aslak Grinsted]

moving can handle multiple columns at once which smooth can not. Smooth always uses an odd size window, even if you ask for an even sized one. They also handle edges a little differently. With moving.m it is very easy to spot where the edge is affecting the average.

So, i think smooth does not make moving obsolete.

[kývanç kýlýç]

not work

[Aslak Grinsted]

Just delete it then. I'll still use it myself.

[Felix Jose]

The script is excellent for wave data smoothing

[Matteo De Felice]

not work

[Johannes Driessen]

Error in ==> moving at 27
y=y([zeros(1,m2)+m2+1,(m2+1):(n-n2),zeros(1,n2)+(n-n2)],:);

[Johannes Driessen]

(Sorry - error reported is as follows:)

??? Subscript indices must either be real positive integers or logicals.

[Aslak Grinsted]

Hi. I've updated the script to make it much more flexible. You can now easily calculate things like the moving 90th percentile.

For people with errors: i would appreciate if you email me your problems directly so that i can improve the code.

[P. Strömholm]

works great and is very fast. thanks

[Daniel Høyer Iversen]

 

[Z Izham]

Better than Matlab's moving average function, simple and does the trick

[Sherif]

Works well, thanks.

[Olesya]

Works great, thanks so much for posting!

[Olesya]