sum of time series performace
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I want to check the time series performance and have 150 trials in total and each trial is associated with either +1 or -1. I want o calculate it in such a way:
x=[mean(a(1:10)),mean(a(2:11)),mean(a(3:13)),mean(a(4:14)),........,mean(a(141:150))];
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Les Beckham
2022-10-19
编辑:Les Beckham
2022-10-19
Your question isn't very clear but it appears that perhaps you want to do a moving average. Take a look at the documentation for the movmean function here: movmean
Possibly this would do what you want:
x = movmean(a, 10);
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Les Beckham
2022-10-19
编辑:Les Beckham
2022-10-19
There is no way you can sum up ten ones and negative ones and divide by ten and get anything that requires more than one decimal place to express. The answer is correct to two decimal places but the second decimal place is always going to be zero in this case.
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