sum of time series performace

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Khan Muhammad Adeel Khan
Khan Muhammad Adeel Khan on 19 Oct 2022
Edited: Les Beckham on 19 Oct 2022
I want to check the time series performance and have 150 trials in total and each trial is associated with either +1 or -1. I want o calculate it in such a way:
x=[mean(a(1:10)),mean(a(2:11)),mean(a(3:13)),mean(a(4:14)),........,mean(a(141:150))];

Answers (1)

Les Beckham
Les Beckham on 19 Oct 2022
Edited: Les Beckham on 19 Oct 2022
Your question isn't very clear but it appears that perhaps you want to do a moving average. Take a look at the documentation for the movmean function here: movmean
Possibly this would do what you want:
x = movmean(a, 10);
  7 Comments
Les Beckham
Les Beckham on 19 Oct 2022
Edited: Les Beckham on 19 Oct 2022
There is no way you can sum up ten ones and negative ones and divide by ten and get anything that requires more than one decimal place to express. The answer is correct to two decimal places but the second decimal place is always going to be zero in this case.

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