Fast moving average

Version 1.2.0.0 (2.29 KB) by Christian Kothe
A fast implementation of the moving average filter for long kernels.
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Updated 19 Jan 2012

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In terms of behavior, this is an alternative to filter() for a moving-average kernel. The running time does not grow with filter length beyond N=500.

The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for long data arrays.

The function is suitable for incremental (online) processing.

Cite As

Christian Kothe (2026). Fast moving average (https://au.mathworks.com/matlabcentral/fileexchange/34567-fast-moving-average), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Acknowledgements

Inspired: downsample_ts

Version Published Release Notes
1.2.0.0

The N<500 case is now correctly implemented... (had a dumb error before)
1.1.0.0

Fixed an issue pointed out by Jan Simon (failed to determine along which dimension to filter when the signal was a scalar) and updated the docs.
1.0.0.0