How to calculate moving average

Hi,

I have following data:

0.10
0.24
0.30
0.25
0.33
0.35
0.46
0.47
0.48
0.51
0.52
0.53
0.53
0.57
0.58
0.58
0.58
0.59
0.63
0.64
0.66
0.72

I want to take 3-points moving average,

Please help some one

[Quin Silk]

Can someone write code to do it without using movmean?

[Star Strider]

@Quin Silk — See the Moving Average Filter link in my Answer.

Answer 1

[Bandar]

Take a look this data

file=[1 2 3 4];
movmean(file,3)

which returns

1.5000 2.0000 3.0000 3.5000

The filter works as follows:

  1 2  (1+2)/2   = 1.5     when k points at 1
1 2 3  (1+2+3)/3 = 2.0     when k points at 2
2 3 4  (2+3+4)/3 = 3.0     when k points at 3
3 4    (3+4)/2   = 3.5     when k points at 4

Now it is easy to convert it to a logical code or merely use movmean().

[Quin Silk]

How do you do this without using movmean?

[Bandar]

A=[1 2 3 4 5 6];
m=ones(1,length(A));
for i=1:length(A)
    if i == 1
        m(i) = (A(i)+A(i+1))/2;
    elseif i == length(A)
        m(i) = (A(i-1)+A(i))/2;
    else
        m(i) = (A(i-1)+A(i)+A(i+1))/3;
    end
end
movmean(A,3)
m

[Micheal Omojola]

@Bandar Aldhafeeri: Thank you! Your answer was helpful.

Answer 2

[KL]

If you have 2016b or later, use movmean,

https://www.mathworks.com/help/matlab/ref/movmean.html

 mean_arr = movmean(your_array,3)

Answer 3

[Star Strider]

Use the movmean (link) function (introduced in R2016a).

You can also use the filter function. See the section on Moving-Average Filter (link).

[Pallavi Bharati]

How to do centered moving average ...three point centred moving average in matlab without the movmean command as i have matlab 2015

Answer 4

[dpb]

<Efficient-weighted-moving-average#answer_258475>

Answer 5

[Sudhakar Rayabarapu]

Name your data array A; and keep as a column; then use this command

OutPut = tsmovavg(A, 's', 3, 1)

this will give you the simple moving average

Answer 6

[Pallavi Bharati]

Can anyone help me to compute three point moving average of a 5 year data.I used the filter command but the result are erroneous .I am using MATLAB 2015.And I have a huge data 5 year day wise data and i have to compute three point moving average for each month .

[Pallavi Bharati]

Using looping can be erroneous for so large data please suggest something else

[dpb]

The results aren't "erroneous" (presuming you defined the coefficients correctly), they just depend on how one treats the end conditions...examine the following:

>> x=1:10;
>> movmean(x,3)
ans =
    1.5000    2.0000    3.0000    4.0000    5.0000    6.0000    7.0000    8.0000    9.0000    9.5000
>> filter(ones(1,3)/3,1,x)
ans =
    0.3333    1.0000    2.0000    3.0000    4.0000    5.0000    6.0000    7.0000    8.0000    9.0000
>> conv(x,ones(1,3)/3,'same')
ans =
    1.0000    2.0000    3.0000    4.0000    5.0000    6.0000    7.0000    8.0000    9.0000    6.3333
>> conv(x,ones(1,3)/3,'valid')
ans =
    2.0000    3.0000    4.0000    5.0000    6.0000    7.0000    8.0000    9.0000
>> 

movmean special-cases the end positions to change the divisor to match the number of elements from 2:N on each end; filter and conv do not.

It's up to you to determine the solution you wish to use; none is theoretically any more or less correct than any other; just different assumptions are made.