Re: Moving average type process

*To*: mathgroup at smc.vnet.net*Subject*: [mg18227] Re: [mg18221] Moving average type process*From*: Maarten.vanderBurgt at icos.be*Date*: Thu, 24 Jun 1999 14:24:13 -0400*Sender*: owner-wri-mathgroup at wolfram.com

Virgil, Try the following: First partition your inlist in vectors of length 3 ( = Length[wtlist]) with an offset of one. Then make the scalar product of each of these vectors with vector wtlist. This gives you the moving average with weights. It is implemted in the function movave below. As shown in Out[4], it is also fairly fast. In[1]:= movave[wtlist_, inlist_]:= (wtlist . #1)& /@ Partition[inlist, Length[wtlist], 1] In[2]:= movave[{w1,w2,w3},{a,b,c,d,e}] Out[2]= {a w1+b w2+c w3,b w1+c w2+d w3,c w1+d w2+e w3} In[3]:= w={1.3,5.2,3.2}; in = Table[Random[Real,{-10,10}],{10000}]; In[4]:= movave[w,in];//Timing Out[4]= {0.211 Second,Null} Maarten _______________________________________________________________ Maarten van der Burgt ICOS Vision Systems Esperantolaan 9 B-3001 Leuven, Belgium tel. + 32 16 398220; direct + 32 16 398316; fax. + 32 16 400067 e-mail: maarten.vanderburgt at icos.be _______________________________________________________________ Virgil Stokes <virgil.stokes at neuro.ki.se> on 23-06-99 02:41:14 AM Subject: [mg18227] [mg18221] Moving average type process I wish to perform the following "moving average" type process on a list to generate a new list: Inputs: wtlist = {w1,w2,w3} -- weight list inlist = {a,b,c,d,e,f} -- any other list (>= 3 elements) Output: outlist = {w1*a+w2*b+w3*c, w1*b+w2*c+w3*d, w1*c+w2*d+w3*e, w1*d+w2*e+w3*f} Note, outlist will always contain 2 less (Length[wtlist]/2) elements than in the input list (inlist). If w1=w2=w3=x, then the following works fine: outlist = x*Drop[Plus@@NestList[RotateRight,inlist,2],2] This is a weighted (from wtlist) sum over another list of arbitrary length (inlist). I would like to get a "fast" function for doing this when the weights are not equal. -- Virgil