Fast moving average

version 1.2.0.0 (2.29 KB) by Christian Kothe
A fast implementation of the moving average filter for long kernels.

1K Downloads

Updated 19 Jan 2012

View License

In terms of behavior, this is an alternative to filter() for a moving-average kernel. The running time does not grow with filter length beyond N=500.

The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for long data arrays.

The function is suitable for incremental (online) processing.

Cite As

Christian Kothe (2022). Fast moving average (https://www.mathworks.com/matlabcentral/fileexchange/34567-fast-moving-average), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: downsample_ts

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!