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Moving variance


Aslak Grinsted (view profile)


09 Aug 2005 (Updated )

Calculates moving variance of a time series.

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Moving variance
  x is the timeseries.
  m is the window length.
  v is the variance.
  Aslak Grinsted 2005


This file inspired Downsample Ts.

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (4)
14 Feb 2014 Maty

Maty (view profile)

30 May 2012 Ilayda

Ilayda (view profile)

16 Jul 2008 xin wang  
08 Nov 2005 Jonathan Tinker

Excellent, does just what I needed, without using a loop. NB/ this is the biased variance.

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