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Moving Average Function

version 1.0.0.0 (5.5 KB) by Glen
Calculates a moving average in an n-dimensional matrix in any dimension.

11.7K Downloads

Updated 22 May 2013

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result=movingmean(data,window,dim,option) computes a centered moving average of the data matrix "data" using a window size specified in "window" in "dim" dimension, using the algorithm specified in "option". Dim and option are optional inputs and will default to 1.

Dim and option optional inputs can be skipped altogether or can be replace with a []. For example movingmean(data,window) will give the same results as movingmean(data,window,1,1) or movingmean(data,window,[],1).

Input data matrix size and dimension is only limited by the maximum matrix size for you platform. Window must be an integer and should be odd. If window is even then it is rounded down to the next lower odd number.

Function computes the moving average incorporating a center point and (window-1)/2 elements before and after in the specified dimension. At the edges of the matrix the number of elements before or after are reduced so that the actual window size is less than the specified window.

The function is broken into two parts, a 1d-2d algorithm and a 3d+ algorithm. This was done to optimize solution speed, especially in smaller matrices (i.e. ~1000 x 1). Further, several different algorithms to the 1d-2d and 3d+ problem are provided as in certain cases the default algorithm is not the fastest. This typically happens when the matrix is very wide (i.e. 100 x 100000 or 10 x 1000 x 1000) and the moving average is being computed in the shorter dimension. The size where the default algorithm is slower will depend on the computer.

Cite As

Glen (2021). Moving Average Function (https://www.mathworks.com/matlabcentral/fileexchange/41859-moving-average-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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