Fast moving average
A fast implementation of the moving average filter for long kernels.
In terms of behavior, this is an alternative to filter() for a moving-average kernel. The running time does not grow with filter length beyond N=500.
The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for long data arrays.
The function is suitable for incremental (online) processing.
引用格式
Christian Kothe (2026). Fast moving average (https://ww2.mathworks.cn/matlabcentral/fileexchange/34567-fast-moving-average), MATLAB Central File Exchange. 检索时间: .
致谢
启发作品: downsample_ts
