MovingMedian

MovingMedian[list,r]

gives the moving median of list, computed using spans of r elements.

Details

Examples

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Basic Examples  (2)

Moving median of a vector:

Moving median of a matrix:

Scope  (5)

Compute moving medians for any numeric data:

Obtain results at machine precision:

Obtain results for lists of any precision:

Moving medians of matrices are matrices:

Moving median of a TimeSeries:

Generalizations & Extensions  (1)

Compute results for a SparseArray:

Applications  (2)

Smooth noisy data:

Compute the 100-day moving median of a financial time series:

Properties & Relations  (3)

A moving median is a sequence of medians:

A two‐term MovingMedian is equivalent to a two‐term MovingAverage:

MovingMedian is equivalent to MovingMap of Median:

Possible Issues  (1)

MovingMedian requires numeric values:

Wolfram Research (2007), MovingMedian, Wolfram Language function, https://reference.wolfram.com/language/ref/MovingMedian.html.

Text

Wolfram Research (2007), MovingMedian, Wolfram Language function, https://reference.wolfram.com/language/ref/MovingMedian.html.

CMS

Wolfram Language. 2007. "MovingMedian." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/MovingMedian.html.

APA

Wolfram Language. (2007). MovingMedian. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/MovingMedian.html

BibTeX

@misc{reference.wolfram_2023_movingmedian, author="Wolfram Research", title="{MovingMedian}", year="2007", howpublished="\url{https://reference.wolfram.com/language/ref/MovingMedian.html}", note=[Accessed: 02-December-2023 ]}

BibLaTeX

@online{reference.wolfram_2023_movingmedian, organization={Wolfram Research}, title={MovingMedian}, year={2007}, url={https://reference.wolfram.com/language/ref/MovingMedian.html}, note=[Accessed: 02-December-2023 ]}