Movavg function doesn't compute values for the entire timeseries

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Poison Idea fan
Poison Idea fan on 9 Sep 2022
Answered: Star Strider on 9 Sep 2022
Ran in:
I use the movavg function twice to do a double exponential smoothing on timeseries data, and for some reasong it's only computing it for the first few points in each column. below is the code I use and I attached the timetable.
load august_filtered_data.mat
figure
plot(signal_timetable.Time,signal_timetable.Signal)
smoothed_data = twoexp_movavg(signal_timetable,60);
figure
plot(smoothed_data.Time,smoothed_data.Signal)
function [TT] = twoexp_movavg(TT,numpts)
ma = movavg(TT{:,:},'exponential',numpts);
dma = 2*ma - movavg(ma,'exponential',numpts);
TT{:,:} = dma;
end
  1 Comment
Poison Idea fan
Poison Idea fan on 9 Sep 2022
Moved: Star Strider on 9 Sep 2022
Ran in:
I'm sorry I should've been more diligent. By mistake, i uploaded the output of the function I included. I also changed the window size to 1 to see if I would get the same number of points output as a window size of 60 points. Below is a more accurate example of how I call the function. This is timetable is about an hours worth of data out of the weeks of data in the timeseries.
figure
load august_filtered_data.mat
figure
plot(signal_timetable.Time,signal_timetable.Signal)
smoothed_data = twoexp_movavg(signal_timetable,60);
figure
plot(smoothed_data.Time,smoothed_data.Signal)

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Accepted Answer

Star Strider
Star Strider on 9 Sep 2022
Ran in:
Use the fillmissing function —
LD = load(websave('august_filtered_data','https://www.mathworks.com/matlabcentral/answers/uploaded_files/1120940/august_filtered_data.mat'))
LD = struct with fields:
signal_timetable: [5000×4 timetable]
signal_timetable = LD.signal_timetable
signal_timetable = 5000×4 timetable
Time Signal power filter state Tau ___________________ ____________________________________ ____________________________________ ____________ ________________________ 2022-08-12 12:05:45 11.589 4.8807 3.3609 4.0757 563.4 596.26 463.61 697.23 1 7.1129e-05 2.7593e-05 2022-08-12 12:05:46 12.201 4.7314 2.9541 4.1898 564.9 595.89 463.76 699.01 1 7.1218e-05 2.7614e-05 2022-08-12 12:05:47 12.387 NaN NaN 4.093 563.55 596.64 467.3 698.6 1 7.1079e-05 2.756e-05 2022-08-12 12:05:48 11.609 5.6979 2.2949 3.8749 562.94 598.08 464.41 698.33 1 7.1172e-05 2.76e-05 2022-08-12 12:05:49 11.483 4.9726 NaN 3.8147 563.29 596.58 466.04 698.45 1 7.1256e-05 2.7607e-05 2022-08-12 12:05:50 11.232 4.9261 NaN 3.2259 563.14 600.08 467.07 699.1 1 7.1342e-05 2.7585e-05 2022-08-12 12:05:51 11.323 5.6548 2.6544 3.4456 562.36 604.4 465.48 698.18 1 7.1049e-05 2.7515e-05 2022-08-12 12:05:52 11.399 5.4601 3.0548 3.8976 561.74 607.38 465.12 698.1 1 7.1229e-05 2.7558e-05 2022-08-12 12:05:53 11.097 5.2122 NaN 2.9902 562.23 605.41 466.19 699.12 1 7.1339e-05 2.7567e-05 2022-08-12 12:05:54 11.916 5.4602 3.4976 3.7028 562.71 602.71 465.85 698.96 1 7.1223e-05 2.7573e-05 2022-08-12 12:05:55 11.993 NaN 2.8391 3.2377 562.36 602.79 464.4 698.01 1 7.1142e-05 2.7562e-05 2022-08-12 12:05:56 12.065 3.916 3.5892 NaN 563.01 609.2 462.94 698.79 1 7.1209e-05 2.7597e-05 2022-08-12 12:05:57 11.284 4.8572 3.3282 NaN 562.83 606.7 463.16 697.8 1 7.1171e-05 2.7542e-05 2022-08-12 12:05:58 12.256 5.4621 3.124 3.7976 564.55 608.55 462.84 699.32 1 7.1159e-05 2.7577e-05 2022-08-12 12:05:59 12.37 4.5209 2.6034 3.1908 564.21 608.76 460.09 699.66 1 7.127e-05 2.7541e-05 2022-08-12 12:06:00 11.756 4.4921 3.5136 NaN 563.71 608.37 458.6 698.06 1 7.1124e-05 2.7549e-05
NrNaNs = nnz(isnan(signal_timetable.Signal))
NrNaNs = 5385
NrNaNs4 = nnz(isnan(signal_timetable.Signal(:,4)))
NrNaNs4 = 1458
NotNan4 = numel(signal_timetable.Signal(:,4)) - NrNaNs4
NotNan4 = 3542
signal_timetable = fillmissing(signal_timetable, 'linear')
signal_timetable = 5000×4 timetable
Time Signal power filter state Tau ___________________ ____________________________________ ____________________________________ ____________ ________________________ 2022-08-12 12:05:45 11.589 4.8807 3.3609 4.0757 563.4 596.26 463.61 697.23 1 7.1129e-05 2.7593e-05 2022-08-12 12:05:46 12.201 4.7314 2.9541 4.1898 564.9 595.89 463.76 699.01 1 7.1218e-05 2.7614e-05 2022-08-12 12:05:47 12.387 5.2146 2.6245 4.093 563.55 596.64 467.3 698.6 1 7.1079e-05 2.756e-05 2022-08-12 12:05:48 11.609 5.6979 2.2949 3.8749 562.94 598.08 464.41 698.33 1 7.1172e-05 2.76e-05 2022-08-12 12:05:49 11.483 4.9726 2.4147 3.8147 563.29 596.58 466.04 698.45 1 7.1256e-05 2.7607e-05 2022-08-12 12:05:50 11.232 4.9261 2.5346 3.2259 563.14 600.08 467.07 699.1 1 7.1342e-05 2.7585e-05 2022-08-12 12:05:51 11.323 5.6548 2.6544 3.4456 562.36 604.4 465.48 698.18 1 7.1049e-05 2.7515e-05 2022-08-12 12:05:52 11.399 5.4601 3.0548 3.8976 561.74 607.38 465.12 698.1 1 7.1229e-05 2.7558e-05 2022-08-12 12:05:53 11.097 5.2122 3.2762 2.9902 562.23 605.41 466.19 699.12 1 7.1339e-05 2.7567e-05 2022-08-12 12:05:54 11.916 5.4602 3.4976 3.7028 562.71 602.71 465.85 698.96 1 7.1223e-05 2.7573e-05 2022-08-12 12:05:55 11.993 4.6881 2.8391 3.2377 562.36 602.79 464.4 698.01 1 7.1142e-05 2.7562e-05 2022-08-12 12:05:56 12.065 3.916 3.5892 3.4243 563.01 609.2 462.94 698.79 1 7.1209e-05 2.7597e-05 2022-08-12 12:05:57 11.284 4.8572 3.3282 3.611 562.83 606.7 463.16 697.8 1 7.1171e-05 2.7542e-05 2022-08-12 12:05:58 12.256 5.4621 3.124 3.7976 564.55 608.55 462.84 699.32 1 7.1159e-05 2.7577e-05 2022-08-12 12:05:59 12.37 4.5209 2.6034 3.1908 564.21 608.76 460.09 699.66 1 7.127e-05 2.7541e-05 2022-08-12 12:06:00 11.756 4.4921 3.5136 3.1423 563.71 608.37 458.6 698.06 1 7.1124e-05 2.7549e-05
figure
plot(signal_timetable.Time, signal_timetable.Signal, '-')
grid
xlabel('Time')
ylabel('Amplitude')
title('Original')
legend(compose('Signal %d',1:size(signal_timetable.Signal,2)), 'Location','best')
signal_timetablef = twoexp_movavg(signal_timetable,60);
figure
plot(signal_timetablef.Time, signal_timetablef.Signal,'-')
grid
xlabel('Time')
ylabel('Amplitude')
title('Filtered')
legend(compose('Signal %d',1:size(signal_timetable.Signal,2)), 'Location','best')
function [TT] = twoexp_movavg(TT,numpts)
ma = movavg(TT{:,:},'exponential',numpts);
dma = 2*ma - movavg(ma,'exponential',numpts);
TT{:,:} = dma;
end
Experiment with different function parameters or different fillmissing 'method' options to get the desired result.

More Answers (1)

Poison Idea fan
Poison Idea fan on 9 Sep 2022
The issue is coming from NaN values in the timetable. I treat the data before I smooth it with a filter for erroneous points and replace them with NaN so I still have 1 second time resolution. If I remove them before calling the smoothing function the issue goes away. I don't think movavg has an option to omit NaN values like the mean function does.
  1 Comment
Poison Idea fan
Poison Idea fan on 9 Sep 2022
I accepted before the edit. I went to change it to accept yours but alas, it has been deleted. All my fault though.

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