Understanding How Sliding Window works

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Andrea Ciufo
Andrea Ciufo 2017 年 5 月 24 日
コメント済み: Andrea Ciufo 2017 年 5 月 24 日
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I am noob and i found very fragmentated information on stack on Slinding Window.
I have a mXn matrix, where m is fixed(latitude, longitude, ax, ay, az), n could change from different logs.
1) How can i create a sliding window <https://stackoverflow.com/questions/7099590/how-do-i-select-n-elements-of-a-sequence-in-windows-of-m-matlab (in this examples > only for az without extracting the vector and then analyzing it?
2) If i want to save all the rows where the az standard deviation go over a defined thresholds how can i do that?
3) If logs length is not fixed how can i deal with that? (ex. one file contains 932 rows, another 953)
4) I read a lot of questions, i am studying how bsxfun works in this case but is very unclear for me (in this examples i only undestood that a new matrix is created, based on the window size and then the new matrix is analyzed)(this last question is strongly related to my civil engineer background)
Here what i learned, and tried to aggregate.
Sliding Window is a powerful tool that allows to analyze a signal or an image. When I tried to describe to my girlfriend what I was doing I explained “Is like reading a book with a magnifier, the magnifier has a defined dimension and you analyze the text”
The basic way on Matlab, not the most efficient, to do that is
1. Define your vector dimensions
2. Define you window dimension
3. Define the number of steps
Here a basic example that i wrote
a= randi(100,[1,50]); %Generic Vector
win_dim=3; %Generic window size
num_stps=(length(a)-win_dim) %number of "slides", we need to subtract win_dim to avoid that the window will go over the signal
threshold= 15 %Generic number only for the example
for i= 1:num_stps
mean_win(i)=mean(a(i:i+win_dim -1); %we subtract 1 or we make an error, and the code analyzes a segment bigger than one unit
std_win(i)=std( a(i:i+win_dim -1); %example for i=2 if we don't subtract 1 our segment starts from 2 until 5, so we analyze
% 2 3 4 5, but we defined a window dimension of 3
If std_win(i)> threshold
std_anomalies=std_win(i) %here i think there is an error
end
This way the code slides over the entire signal, but windows will overlap.
How to decide the "overlap ratio" (or slide increment)?
We can define this like "how much informations two adjacent windows share?"
The following examplei have done is completely wrong, but i tried to code something before asking here, the goal would have liked to be an overlap for Half of the segment or no overlap
%Half segment overlap
a= randi(100,[1,20]); %Generic Vector
win_dim=4; %generic window size
%v is the increment vector in our case we desire to have 50% of overlap
l= win_dim
if l%2==0
v=l/2
else
v=(l+1)/2
end
for i= 1:num_stps
if (i==1)
mean_win(i)=mean(a(1:1+win_dim -1);
else
mean(i)= mean(a (i+v:i+win_dim+v-1);
end

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Guillaume
Guillaume 2017 年 5 月 24 日
I'm not entirely sure what your question is.
To calculate a sliding standard deviation over a signal, you can use movstd with whichever window size you want. If you want a non-standard step for your sliding window (i.e. more than 1), you can simply discards slices of the result of movstd, e.g.:
windowsize = 10;
windowstep = 5;
mstd = movstd(yourmatrix(5, :), windowsize, 'Endpoints', 'discard');
mstd = mstd(1:windowstep:end); %only keep every windowstep window
  1 件のコメント
Andrea Ciufo
Andrea Ciufo 2017 年 5 月 24 日
I am sorry if is not clear
  1. i want to slide over the signal with a non-standard step, in this case i am calculating the standard deviation, but could be another function
  2. I want to store the entire rows with the az std in the window that go over the threshold (not only the az information but latitude, logintude where i found this anomalies)
Sorry for my bad english i hope to be more clear now :)
Tnx! :D

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