MovingMap

MovingMap[f,data,window]
applies f to data over a moving window specified by window.

MovingMap[f,data,window,padding]
applies f to data over a moving window with padding specified by padding.

Details and OptionsDetails and Options

  • MovingMap can be used for regularly spaced data and for irregularly spaced data.
  • In many contexts, the are times.
  • The data can be a list of values , a list of time-value pairs , a TimeSeries, EventSeries, or TemporalData.
  • Basic window specifications can be given as:
  • kdiscrete window covering k time points
    {r}discrete with positive integer block size r
    {r,g}discrete with block size r and granularity g
    {r,g,s}discrete with seasonality s
    {{Δt}}continuous with constant width
  • For discrete window , the data is sampled on a uniform grid with granularity g in steps of s.
  • The default value for the seasonality s is 1.
  • Specifying a window {r} uses the smallest time increment in data for g. If times are not given, g is assumed to be 1.
  • The window specification indicates the alignment of current time wrt to the window.
  • Settings for window alignment align include Right (default), Left, and Center.
  • If a centered discrete window with even block size r is given, then r is increased by 1.
  • Settings for padding include:
  • {}no padding (default)
    ppad with repetitions of the value p
    {p1,p2,}cyclicly pad with values
    "Reflected"pad with a reflection of data
  • MovingMap threads pathwise for multipath data.
Introduced in 2014
(10.0)