DOCUMENTATION CENTER SEARCH

Mathematica > Data Manipulation > Numerical Data > Data Transforms and Smoothing >

Mathematica > Data Manipulation > Statistics > Data Transforms and Smoothing >

Mathematica > Mathematics and Algorithms > Statistics > Data Transforms and Smoothing >

MovingAverage

MovingAverage[list, r]
gives the moving average of list, computed by averaging runs of r elements.

MovingAverage[list, {w₁, w₂, ..., w_r}]
gives the moving average of list, computed with weights w_i.

MORE INFORMATION

MovingAverage[list, r] gives a list of the means of elements in list taken in blocks of length r. »

MovingAverage[list, wts] is equivalent to ListCorrelate[wts/Total[wts], list]. »

MovingAverage handles both numerical and symbolic data.

MovingAverage gives a list of length Length[list]-r+1.

MovingAverage works with SparseArray objects. »

Basic Examples (2)

Compute a pairwise simple moving average:

Compute weighted moving averages:

Generalizations & Extensions (1)

Applications (2)

Properties & Relations (6)

Mean MovingMedian ExponentialMovingAverage Partition ListCorrelate Accumulate

Convolutions and Correlations

Demonstrations with MovingAverage (Wolfram Demonstrations Project)

New in 6

Ask a question about this page | Suggest an improvement | Leave a message for the team