How to obtain moving average smoothing of daily time series?

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Smith J
Smith J 2020 年 9 月 14 日
回答済み: Johannes Hougaard 2020 年 9 月 14 日
I have daily time series, how can I obtain seven day and monthly moving averaged time series.
I have tried the smooth command in matlab but it only provides the value and I also need the time.

回答 (1 件)

Johannes Hougaard
Johannes Hougaard 2020 年 9 月 14 日
I think the function you need is filter - but that requires a numeric input (for which I would use the datenum function)
timeseries = datetime(2020,01,01):datetime(2020,09,11);
dataseries = randn(size(timeseries));
N = 7; % A seven day average (could be altered to any number you'd like)
average_time = datetime(filter(ones(N,1),N,datenum(timeseries),nan(N-1,1)),'ConvertFrom',"datenum"); %the NaN assures that data are not calculated when data are insufficient
average_data = filter(ones(N,1),N,dataseries,nan(N-1,1));

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