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Re: Moving average type process


At 5:41 PM -0700 6/22/99, Virgil Stokes wrote:
>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

This is called Convolution.
Check out ListConvolve in version 4.
Or check out Fourier domain methods in any text on signal processing.

-Andrew


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