Clear Filters
Clear Filters

Moving average - for loop vectorization

2 views (last 30 days)
Hello. I've got a problem that my loop doesn't execute fast enough, even though it is simple moving average. Is there any smart way to make it work faster? x is a huge array, and there is some indexing using : in every iteration, that's probably the reason.
len = length(x); % around 6000000
A = 1/200;
for n = 100+1:len-100
MA = A*sum(x(n - 100: n + 100));
% Do something with MA. However I know that the above part is the slow one
end
I was trying to find some information about vectorization, but I can't see how could I apply these methods.

Accepted Answer

Stephen23
Stephen23 on 21 Apr 2016
Edited: Stephen23 on 21 Apr 2016
To efficiently calculate a moving average you should use conv, something like this:
>> xi = 0:0.1:2*pi;
>> yi = sin(xi)+0.4*rand(size(xi))-0.2;
>> N = 4; % length of moving average
>> yo = conv(yi,ones(1,N),'same')/N;
>> plot(xi,yi, xi,yo)
  3 Comments
yari lazzaro
yari lazzaro on 4 Dec 2018
Hi, do you know how this solution could be adapted in case I want to calculate a moving average along the rows of a matrix? Thanks

Sign in to comment.

More Answers (0)

Categories

Find more on Creating and Concatenating Matrices in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!