Summarizes data using a sliding window without loops

This function is extremely fast calculating a sum, mean, etc, using no loops.
2.5K Downloads
Updated 25 Feb 2011

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This function will summarize a 1-D vector of data (i.e. 1 column) based on what the user specifies as the statistic (e.g. mean, sum, etc.). It uses no loops, so it is extremely fast. However, it will use up memory as a result. I've included memory checks such that if you do not have enough memory, it will perform the moving summary using loops. Thus what would take a few seconds, will take minute(s).

The function will summarize data over a moving window incrementing one value at a time. For example, if data are hourly and the user wants a 7-day average (i.e. 168 hours), the average will be computed for each 1-hour increment, sliding the 7-day window 1-hour at a time.

UPDATED: 10/14/2010 - streamlined function, uses less memory.
UPDATED: 10/14/2010 - no more guessing on memory usage. Exact solution is used.

Example syntax:
dataout = movingstat(datain,20,@sum);

Cite As

Jeff Burkey (2024). Summarizes data using a sliding window without loops (https://www.mathworks.com/matlabcentral/fileexchange/29029-summarizes-data-using-a-sliding-window-without-loops), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.3.0.0

Based on comments received, I've modified the routine to use CONV where applicable.

1.2.0.0

One more update. I changed the memory test to be an exact solution using an error trap instead of guessing needed space. Again thanks to Kevin and Rob for making me think about it some more.

1.1.0.0

Improved function to use less memory.

1.0.0.0