Moving variance

Calculates moving variance of a time series.

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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://se.mathworks.com/matlabcentral/fileexchange/8252-moving-variance), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: downsample_ts, scatstat2 2D local statistics

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0