The moving-average tag has no wiki summary.
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Gain function calculation (frequency response)
Define moving average process $y_t := 0.5 x_t + 0.5 x_{t-1}$ where $x_t := e^{i2 \pi t}$. Its frequency response is then:
$$H(f) = 0.5 + 0.5 e^{-i2\pi f}$$
Recall that the frequency response in ...
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Issue in system identificaton and Yule Walkers Equation
I have a set of observation, a vector consisting of 500 positive real values. I am having a tough time in figuring out what should be the model, i.e a general equation representing the data values. I ...
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Nonlinear curve fitting
I have googled and read a lot from Matlab documents but helpless in solving the following problems concerning nonlinear regression.I have a single observation vector consisting of 200 measurements y ...
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Weight vector of an exponential moving average?
With weight vector I mean the vector with weights that you have to multiply the observations in the window that slides over your data with so if you add those products together it returns the value of ...
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Equivalent 2D mask of moving-average
I have the moving-average mask as
mask = [1 1 1; 1 1 1; 1 1 1];
and then I compute the convolution 3 times
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How can I smoothly interpolate between 2 position?
I've got a 1D signal (position of a servo motor over time) and I've extracted 'peaks'/'key' positions picking running average "local extrema" points.
Below is are 2 plots from 2 servos and the white ...
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Averaging filters
If a signal undergoes repeated averaging (n times) with a filter (h) of size m. Is it possible to achieve the same averaging result with an averaging filter(H) of a larger size?
h = {1/m, 1/m... m ...
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How should a moving average handle missing data points?
I'm writing a program that averages the user's weight across different days. I'm planning to use a 5-point moving-average (current day, two before and two after). Sometimes, a data point is missing ...
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“Ensemble averaging … cannot track dynamic changes”?
A book claims this as a motivation for introducing exponential averaging:
A disadvantage of ensemble averaging is that the resulting estimate cannot track dynamic changes occurring in the observed ...
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555 views
How to decide whether to use AR or MA for smoothing data?
Imagine I've got some offline data that I want to smooth. I could use an auto-regressive or moving-average filter of some appropriate order for conducting the smoothing. On which criteria should I ...
