MATLAB Answers

Dirk
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Create a moving average

Asked by Dirk
on 28 Jun 2013
Latest activity Commented on by Image Analyst
on 30 Nov 2017
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

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6 Answers

Answer by Andrei Bobrov
on 28 Jun 2013
 Accepted Answer

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

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Answer by Image Analyst
on 28 Jun 2013
Edited by 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.

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Show 1 older comment
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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Answer by Grzegorz Knor on 7 Apr 2017

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

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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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Answer by Marc
on 28 Jun 2013

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

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Answer by the cyclist
on 28 Jun 2013

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

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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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Answer by Jan
on 28 Jun 2013

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

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