How to obtain moving average smoothing of daily time series?

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Smith J 2020-9-14

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https://ww2.mathworks.cn/matlabcentral/answers/593335-how-to-obtain-moving-average-smoothing-of-daily-time-series

回答： Johannes Hougaard 2020-9-14

I have daily time series, how can I obtain seven day and monthly moving averaged time series.

I have tried the smooth command in matlab but it only provides the value and I also need the time.

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Answer 1

Johannes Hougaard 2020-9-14

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https://ww2.mathworks.cn/matlabcentral/answers/593335-how-to-obtain-moving-average-smoothing-of-daily-time-series#answer_494269

在 MATLAB Online 中打开

I think the function you need is filter - but that requires a numeric input (for which I would use the datenum function)

timeseries = datetime(2020,01,01):datetime(2020,09,11);
dataseries = randn(size(timeseries));
N = 7; % A seven day average (could be altered to any number you'd like)
average_time = datetime(filter(ones(N,1),N,datenum(timeseries),nan(N-1,1)),'ConvertFrom',"datenum"); %the NaN assures that data are not calculated when data are insufficient
average_data = filter(ones(N,1),N,dataseries,nan(N-1,1));