Moving variance

Version 1.0.0.0 (338 Bytes) by Aslak Grinsted
Calculates moving variance of a time series.
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Updated 10 Aug 2005

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Moving variance

v=movingvar(x,m)

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

Aslak Grinsted 2005

Cite As

Aslak Grinsted (2026). Moving variance (https://ch.mathworks.com/matlabcentral/fileexchange/8252-moving-variance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Time Series in Help Center and MATLAB Answers
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Acknowledgements

Inspired: downsample_ts, scatstat2 2D local statistics

Version Published Release Notes
1.0.0.0