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updated 26 days ago

Moving Average Function by Glen

Calculates a moving average in an n-dimensional matrix in any dimension. (average filter, statistics, moving window)

result=movingmean(data,window,dim,option)

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updated 3 months ago

Filter - smooth (calculating the moving average along a vector) by Adrian Lara-Quintanilla

This function calculates the moving average along that vector. It can be used to smooth a series. (smooth, filter, timeseries)

moving_average.m

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updated 4 months ago

Nadaraya-Watson smoothing by Jan Motl

A non-parametrical regression (smoothing) tool using Gaussian kernel. (estimation, parameterless, smooth)

[smoothed score h]=smoothing(ydata,varargin)

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updated 10 months ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (algorithmic trading, x_trader, genetic programming)

Algorithmic Trading with MATLAB: Intraday trading

Algorithmic Trading with MATLAB: Moving Average Rule

Algorithmic Trading with MATLAB: Pairs trading

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updated 2 years ago

Summarizes data using a sliding window without loops by Jeff Burkey

This function is extremely fast calculating a sum, mean, etc, using no loops. (moving average, sliding window)

movingstat(din,N,fn)

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updated 2 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading strategy, trading)

Algorithmic Trading with MATLAB®: Evolutionary Learning

Algorithmic Trading with MATLAB®: More Signals

Algorithmic Trading with MATLAB®: Moving Average and RSI

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updated 3 years ago

smooth by Christopher Hummersone

Perform windowed smoothing on a vector using mathematical functions (smooth, rms, median)

smooth(x,frame,mode)

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updated almost 4 years ago

Prediction of Oldfaithful volcanic eruption:Auto Regression by Sumit Tripathi

Derive a model for predicting Old Faithful volcanic eruption based on ARX and ARMAX. (arx, armax, autoregression)

systemID_ARMAX_oldfaithful()

OldFaithdata.m

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updated 5 years ago

moving_average v3.1 (Mar 2008) by Carlos Adrian Vargas Aguilera

Smooths a matrix (with/without NaN's) via recursive moving average method and eliminates data gaps. (moving average, filter2, nan)

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updated almost 6 years ago

mvaverage by Yi Cao

moving average through filter (fast, buildin, moving average)

y=mvaverage(x,N)

y=mvaverage2(x,R,C)

y=mvaveragec(x,N)

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updated 7 years ago

slidefilter by Hazem Baqaen

Sliding Sum Averaging Filter (Moving Average) (sliding sum, smoothing, moving average)

slidefilter(data,interval)

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updated 7 years ago

movave by Hazem Baqaen

Very efficient moving average filter (filter, dsp, smoothing)

movave(data,windowsize)

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updated 9 years ago

TillsonT3 by Alexandros Leontitsis

Tillson smoothing moving average and chart. (finance, modeling, analysis)

[Tshort,Tlong]=TillsonT3(asset,lead,lag,a,T)

ema=Xmovavg(asset,windowlength)

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