Moving variance

version (338 Bytes) by Aslak Grinsted
Calculates moving variance of a time series.


Updated 10 Aug 2005

No License

Moving variance


x is the timeseries.
m is the window length.
v is the variance.

Aslak Grinsted 2005

Cite As

Aslak Grinsted (2022). Moving variance (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired: downsample_ts, scatstat2 2D local statistics

Community Treasure Hunt

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

Start Hunting!