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MathGroup Archive 1999

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RE: Moving average type process

  • To: mathgroup at smc.vnet.net
  • Subject: [mg18279] RE: [mg18221] Moving average type process
  • From: "ELLIS, Luci" <EllisL at rba.gov.au>
  • Date: Fri, 25 Jun 1999 15:05:24 -0400
  • Sender: owner-wri-mathgroup at wolfram.com

Virgil,
Check out the standard package Statistics`DataSmoothing`
It has a function for equal-weighted moving averages:
 MovingAverage[data,r]
There is also
 LinearFilter[data,weights]

Hope this helps,
Luci

I don't speak for the RBA
-----Original Message-----
From: Virgil Stokes [mailto:virgil.stokes at neuro.ki.se]
To: mathgroup at smc.vnet.net
Subject: [mg18279] [mg18221] Moving average type process


*** This E-Mail has been checked by MAILsweeper ***
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




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