Moving Avg calculation

Jim
2011 6 23
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5 次查看（30 天）

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How does matlab calculate the initial points of a moving average? for example if my timeseries matrix TS is 10x1 and i want 2 and 5 period EMAS then movavg(TS, 2, 5, 'e') will return two 10x1 matrices even though the inital points in theory dont have enough samples to calculate the ema yet.

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Sean de Wolski
Sean de Wolski 2011-6-23

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It's fairly well explained in
doc movavg
I would recommend using conv anyway. example thread

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Jim
Jim 2011-6-23
now sure what you mean by well explained. Doc was first place i checked, and it doesnt seem to go into any detail as far as how its calculated unless im overlooking something?

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Teja Muppirala
Teja Muppirala 2011-6-24

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One nice thing about MATLAB is that you can edit a lot of the functions to see what's inside.
edit movavg
The code is well documented so you should be able to see what's going on.

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Jim
Jim
2011-6-23

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