Create a moving average

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

 Accepted Answer

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

More Answers (5)

Image Analyst
Image Analyst on 28 Jun 2013
Edited: 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.

4 Comments

Thanks. Why do you divide by 101?
You divide by however many 1's there are in the kernel. If you don't then you're not getting the average. Remember the average is the sum divided by the number of elements in the sum. If you didn't have 101, then you'd simply be summing 101 values and the resulting image would be 101 times as bright rather than in the same intensity range as the original.
So you could use ones(101,1) first, and onces it is convolved you can divide by 101?

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Grzegorz Knor
Grzegorz Knor on 7 Apr 2017
Edited: Adam Danz on 19 Sep 2021

3 votes

From MATLAB R2016a there is a function movmean which does not require additional toolboxes.

1 Comment

True, and it offers some edge handling options ('shrink', 'discard', 'fill') that conv2() does not have.
conv2() also does not require any toolboxes because it's in base MATLAB.

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Marc
Marc on 28 Jun 2013

1 vote

If you have the financial toolbox, doc movavg()....
[Short, Long] = movavg(Asset, Lead, Lag, Alpha)
the cyclist
the cyclist on 28 Jun 2013

1 vote

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

1 Comment

Dirk
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

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Jan
Jan on 28 Jun 2013

1 vote

There are many moving average filters in the FileExchange. Whenever a standard problem occurs, looking in the FEX is a good idea:

Asked:

on 28 Jun 2013

Edited:

on 19 Sep 2021

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