MATLAB Answers

How to calculate moving average in a matrix?

Hi Guys, I have got a matrix :378x9. I need to calculate the moving average with a window size of 120(starting from row one). Can somebody help me please? By the way, i need to do it also for the covariance(i mean,"A MOVING COVARIANCE). Thank you very much Andrea

  댓글 수: 2

is this a window of 120x9 or are you looking to perform the averaging window per column.
averaging window per column Joseph

로그인 to comment.

답변 수: 2

Image Analyst 님의 답변 8 Oct 2015
Image Analyst 님이 편집함. 8 Oct 2015
 채택된 답변

Try conv2:
kernel = ones(120,1)/120;
output = conv2(yourSignal, kernel, 'valid');
Since the window does not leave the boundaries of your signal, of course the output signal will not have as many elements as your input signal.

  댓글 수: 1

Thank you very much,your code runs very good! Do you think is possible to do the same also to the same for the covariance? I mean to compute the covariance matrix with a window of 120 months?A kind of "moving" covariance . I need these computation because I am working with portdolio optimization(like Markowitz).

로그인 to comment.


Grzegorz Knor 님의 답변 7 Apr 2017

From MATLAB R2016a there are functions movmean and movvar which do not require additional toolboxes.

  댓글 수: 1

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.

로그인 to comment.



Translated by