Questions tagged [moving-average]
The moving-average tag has no usage guidance.
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Difference transformation and Stationarization of Moving Average
I have a temperature sensor data, I want to denoise it. The first thing that came to my mind was to take the moving average, it was very smooth but it is still not stationary. If I take the log ...
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Lowpass Filter to Average sinusoid signal
How to get an average of a sinusoidal signal? The frequency of a signal is 50 Hz and could have harmonics, i.e. high THD.
I tried to use exponential moving average with low cut-off frequency (about 1....
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How to implement scale-dependent Gaussian averaging using Morlet wavelet envelope in Python?
I'm trying to reproduce the scale-dependent Gaussian averaging of a time series as described in this paper: https://arxiv.org/pdf/1706.01126.pdf
The process involves performing a continuous wavelet ...
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Derive PSD of an MA(1) process
Suppose there is a moving average process of order 1 that also includes a zeroth term thus:
\begin{equation}
Y_t=\theta\left(B\right)X_t = \left(\theta_0+\theta_1B\right)X_t
\end{equation}
where $X_t$ ...
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Moving average of a signal
Problem is to find 1 second moving average of a signal having sample time as Ts.
To solve this, it is suggested to pass the signal through a Butterworth low pass filter having the following ...
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What is the difference of calculating signal power that using these two methods: using moving average filter and using forgetting factor?
The conventional signal power calculation can be:
$$
P(n) = \frac{1}{N}\sum_{i=0}^{N-1}x^2(n-i)
$$
$x(n)$ is the signal. However, I have seen another method:
$$
P(n) = \lambda P(n-1) + (1-\lambda) x^2(...
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Why use an ARMA process theory instead of just performing linear regression?
I am studying ARMA processes. At the end of the course the professor told us that estimating the next sample in an arma process using past of length $p$ (so performing a projection of $X_t$ on $\text{...
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average after Kalman filter and how to deal with drift
This is in the context of mobile device localization. The mobile device does not move.
All I have is the delay estimated from the signal sent by the mobile device ('measure' in blue).
With a simple ...
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2D moving average model for image synthesis - how to interpret this algorithm?
Background: I'm working on a 2D Moving-Average (MA) estimator for image processing stuff and I'm trying to follow along from a paper that defines the algorithm for estimation.
The main equation for ...
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509
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Allan deviation to determine averaging time
Thanks in advance for the help. I don't post on here often, so I hope I can convey my question properly.
I think I understand what the Allan deviation (same as IEEE Allan variance?) does. You take a ...
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144
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Frequency components in Bin averaging
I am back with another question.
Context for the question: I am trying to smooth out the angular velocity data from an encoder. The encoder has 720 ppr and the rough angular speed of the wheel is ...
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Find the impulse response of a causal 52 day moving average system to be used in stock market [closed]
Moving average system……………………….
How to solve this one?
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387
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The Logic Behind Cascading a Moving Average Filter After a Median Filter
Why do we cascade a median filter and a moving average filter?
I know how each filter performs, but I do not know the difference between these two filters in denoising application and what is the ...
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Moving average before downsampling: effect on Nyquist frequency?
First the simple questions:
Is there an effect on the Nyquist frequency when I apply a moving average filter on the raw data before I downsample?
And what does this do to aliased frequencies?
...
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597
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Why couldn't I reapply a LPF to remove more noise?
I have a piece of raw accelerometer data consisted of 10,000 samples to be processed offline. Since the movement or rotation of the object is moderately slow and smooth, I would think that I can ...
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Rolling sum of dataframe with custom function gets really slow on large averaging windows. Can I fix with convolve?
I am using the following function to estimate the Gaussian window rolling average of my timeseries. Though it works great from small size averaging windows, it crushes (or gets extremely slow) for ...
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Rolling average in pandas using a Gaussian window
I want to estimate the rolling average of a time series B using a Gaussian window. The equation to do this would correspond to
$$\tilde{B_{s}}(t_{n}) = \frac{1}{A_{s}} \sum_{t_{m}= t_{n}-3s}^{t_{n}+3s}...
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How to optimize noise reduction to perform burst detection and detect oscillations?
Let be $\mu_k$ some univariate signals of time $t$.
I am performing burst detection to detect oscillations in any signal $\mu_k$. I tested the following methods :
Perform noise reduction on $\mu_k$ ...
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285
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Average of discrete periodic signal
I am working on a project which, at some point, relies on the computation of the average of discrete signals, which typically look like this:
The project generates hundreds of such signals, and:
the ...
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What happens when filter ringing is far longer than the signal itself?
I'm digging into some (quite popular in my field) analytical practice that I find suspicious. The problem is to remove the trend from some very short (eg. 18-40 data points representing 200 - 800 ms) ...
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Boxcar, Removing DC signal from an ADC on a FPGA
I have been reading on different ways to do this.
I have seen this Linear-phase DC Removal Filter
This seems like it would work just fine, but it would take some time to implement.
Is there any reason ...
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How to interpret power of a two-point average signal
Consider a DT signal $x[n]$. Define the two-point moving average signal :
$$
y[n]:=\frac{1}{2}x[n]+\frac{1}{2}x[n-1]
$$
Define :
$$
\langle x[n]\rangle:=\lim_{N\to\infty}\frac{1}{2N+1}\sum_{n=-N}^{N}x[...
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Moving average filter implementation in the floating point [closed]
I have following C++ implementation of the moving average digital filter.
...
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800
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Faster way to Implement a CFAR (window average) Threshold
I implemented a version of a CFAR average in MATLAB but it's 'slow' and I need to speed it up. I included the pseudo code and logic below. I used a nested for loop to calculate the moving average but ...
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115
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System identification for a single-input-single-output-system
Let $u(n)$ be the input and $v(n)$ the output of a single-input-single-output system described by the Auto-Regressive-Moving-Average equation $$v(n)=\sum_{k=0}^{m_{0}}b_ku(n-k)+\sum_{k=1}^{n_{0}}a_{k}...
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132
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Analysis of the ratio of two moving average filters
I have created a basic segmentation algorithm for 1-D signals (e.g. audio) based on a ratio of energy averages. The classification rule involves comparing the signal energy measured over a short time ...
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121
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Moving average frequency response over an image
I'm studying image denoising by linear filtering with cross-correlation, in particular with a moving-average kernel (K x K kernel of all equal elements which sum is 1).
For clarity, I'd like to refer ...
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How to select the ARMA model parameters?
I have a series of data containing 120,000 points. The mean of each N(=60) point is zero. I want to forecast the next 60 points using the ARMA model. My question is, specificaly, how to choose the ...
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Is there a Python method to calculate moving RMS of a signal? How to calculate the moving RMS using the discrete signal formula? [closed]
I'm trying to calculate a moving RMS of an acceleration signal.
One of the answers in the post, shows the formula for calculating moving RMS for discrete signal.
The formula they suggest:
I have a ...
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How to solve this Laplace integral for an averaging function in an iterative numerical (finite difference) model?
I am trying to implement a mathematical model for vibrational damping described in this article.
They provide an equation for damping force ($F$) as a function of:
a spring constant ($k$)
a damping ...
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209
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Is it possible to specify number of taps and cutoff frequency independently?
When specifying the properties of a moving average filter, is it possible to specify the number of taps and the cutoff frequency?
My guess is no since taps (the number of samples in a moving average ...
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445
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Moving average filter output magnitude in simulink
I was using the Moving average filter provided by simulink. I set the window length equal to 31 samples and i was using a fixed step solver with a step size of
$\frac{1}{(50\times24)}$. I used a unit ...
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Spatial moving average in array antenna processing
In array processing the theoretical spatial response of the array is calculated by doing DFT on sensor locations for some assumed wave number (1/wavelength). The figures below shows the sensor ...
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Difference between the average operation and the application of the equivalent LPF
I would be glad if someone could answer my question. I have a bit stream of data and I want to extract the low frequency component. When post processing the data I can calculate the average value over ...
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587
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Filtering Angular Measurements
I am trying to apply a filter to reduce noise in angular measurements. Since the data comes with noise, the filter needs to be able to handle measurements that are not smoothly progressing; for ...
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580
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How to filter a signal using a bandpass filter consisted of two moving average filters?
I want to filter a PPG signal on a microcontroller. I have limited memory and a was searching for low computational methods. I found the work of Kazuhiro Taniguchi, Earable POCER: Development of a ...
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713
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moving average rounding error analysis
I have implemented a moving average, similar to the Hogenauer Filter, with a reduced number of computation operations. I expect the expected error to behave as the random walk and its STD to be of ...
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628
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How to determine windows size of moving average filter
I've recorded acceleration signal data using an accelerometer attached to vehicle , and I want to calculate the displacement of signal data using double integration or any other methods. I read many ...
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Is it applicable to implement a cascaded moving average filter with variable window on real-time?
I am using a 3-pass cascaded moving average filter for smoothing noisy data. I applied some optimization algorithms to determine the optimal length of the MAF window.
For different amplitudes of data ...
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689
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Moving Average FIR filter coefficients
I am trying to use a FIR filter making software to create a moving average filter and I'm a little confused on what I should put in the coefficients part? I read that the coefficients are always 1 for ...
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Coefficient weights of Simple Moving Average (SMA) on SMA
A simple moving average (SMA: arithmetic mean) is a low-pass FIR-filter. When you cascade 2 SMA's with a window of length $n$, so when you apply the second SMA on the output of the first SMA, and you ...
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Group delay plot of a Moving average filter
I am implementing the moving average filter in Matlab. Using fvtool on this filter, gave the following output curve, is this group delay curve correct?
Edit:
My confusion is regarding the values of ...
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Moving Average Filter's Magnitude Response
I am working on filtering of data using the Moving average filter in MATLAB.
My data is recorded temperature values on the Y-axis and Time(in seconds) on the X-axis
(I'm getting the magnitude response ...
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ARMA Filter Output Stationary and set up?
I have questions regarding ARMA Filters.
Is the output of a ARMA Filter stationary or just wide sense stationary?
I do know that you can obtain an ARMA filter by connecting an MA filter with an AR ...
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243
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Box filter with non integer length
I'm trying to model a sensor system that has an averaging behaviour. The frequency response is almost identical to a box filter and looks roughly like this:
Transferring this into a discrete time ...
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487
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Determining Loss of Information by Taking Average (Mean of Signal)
So basically information is defined by expected value of Shannon's information i.e. Entropy. I am curious how much information is lost if we simply take the average of the sample given to us. I am ...
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Moving average filter magnitude attenuation
I am dealing with a moving average filter which filters power system signals to rid them of noise or harmonics etc. The fundamental or useful component of these signals is centered around 50 Hz or 60 ...
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969
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Amplitude reduction of Simple Moving Average on sinusoid
When a -causal/non-centered- simple moving average filter (arithmetic mean) with length $n$, is applied to a sinusoidal curve with period $p$, and the resulting curve is compared to the original input ...
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Noise Reduction Moving Average FIR
I read that the noise reduction of a moving average FIR can be expressed as the square root of N where N is the length of the filter.
How do you prove? I can't quite get it.
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How to approximate a moving RMS without iterating over N samples for each required output?
I have a signal with a sampling rate of F Hertz.
From it I want to produce an RMS signal, also with F samples per second with a window size of N samples.
Using a standard moving RMS algorithm I must ...
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