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DOCUMENTATION CENTER SEARCH
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Data Manipulation
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Numerical Data
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Data Transforms and Smoothing
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MovingMedian
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Statistical Data Analysis
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Data Transforms and Smoothing
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MovingMedian
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Mathematics and Algorithms
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Statistical Data Analysis
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Data Transforms and Smoothing
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MovingMedian
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BUILT-IN MATHEMATICA SYMBOL
MovingAverage
Median
Partition
See Also »
|
Data Transforms and Smoothing
Statistical Data Analysis
New in 6.0: Mathematics & Algorithms
New in 6.0: Numerical Data Handling
New in 6.0: Statistics
More About »
MovingMedian
MovingMedian
gives the moving median of
list
, computed using spans of
r
elements.
MORE INFORMATION
MovingMedian
gives a list of the medians of elements in
list
taken in blocks of length
r
.
»
MovingMedian
gives a list of length
Length
[
list
]-
r
+1
.
MovingMedian
works with
SparseArray
objects.
»
EXAMPLES
CLOSE ALL
Basic Examples
(2)
Moving median of a vector:
Moving median of a matrix:
Moving median of a vector:
In[1]:=
Out[1]=
Moving median of a matrix:
In[1]:=
Out[1]=
Scope
(4)
Compute moving medians for any numeric data:
Obtain results at machine precision:
Obtain results for lists of any precision:
Moving medians of matrices are matrices:
Generalizations & Extensions
(1)
Compute results for a
SparseArray
:
Applications
(2)
Smooth noisy data:
Compute the 100-day moving median of a financial time series:
Properties & Relations
(2)
A moving median is a sequence of medians:
A two-term
MovingMedian
is equivalent to a two-term
MovingAverage
:
Possible Issues
(1)
MovingMedian
requires numeric values:
SEE ALSO
MovingAverage
Median
Partition
MORE ABOUT
Data Transforms and Smoothing
Statistical Data Analysis
New in 6.0: Mathematics & Algorithms
New in 6.0: Numerical Data Handling
New in 6.0: Statistics
New in 6