# Questions tagged [moving-average]

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23 questions with no upvoted or accepted answers
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### Frequency response of a rolling linear regression

I am looking for a way to characterise the frequency response of the slope from a linear regression. We are exploring the effect of window length of the regression to the magnitude of the slope of the ...
• 163
245 views

### Deconvolution of non-stationary, 1-D signal?

I have a time series that has been measured after convolution with a moving average filter. Knowing the parameters of the moving average filter, is it possible to reconstruct/constrain the values of ...
• 239
1 vote
28 views

### 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 ...
• 189
1 vote
124 views

### 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 ...
• 63
1 vote
72 views

### 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 ...
• 11
1 vote
99 views

### 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 $\mu_k$ ...
• 135
1 vote
35 views

### 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 ...
• 11
1 vote
93 views

### 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 ...
• 405
1 vote
177 views

### Moving average and linearization of two piecewise linear systems

I have 2 oversampling ADC's running parallelly, each to process data in a specific range of the input as shown below: Each ADC can process only half cycle range of a sine wave. Each ADC adds its own ...
• 343
1 vote
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### Fixing drift in a recursive fixed point filter

I'm implementing a 80-72-64-48 multi pass moving average filter for a embedded system in C and in fixed point. The implementation is a circular buffer where i'm keeping a running sum and calculating ...
• 101
420 views

### extrapolate turning points for a sine weighted moving average?

On a stationary signal a sine-weighted moving average is calculated (SWMA: the coefficient vector looks like the first (>0) part of a sinusoid). The SWMA looks like this: very smooth: The future is ...
• 317
1k views

### Moving average on the frequency domain - (Welch's Method?)

Is there a name for a filter that is using a moving average on the frequency domain? I am searching for such a filter to filter out long "pads" (synths) from music. Do any of you know about such ...
• 101
946 views

### 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 ...
51 views

### 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 ...
• 1