MATLAB: How to create a matrix that represents the mean of every n days for every row

matrix

I have a matrix called T that is 3327×2 which represents the price of a share. I need to calculate into another matrix the mean of the last 90 days of the share price for every row. Lets say im in the cell 100×2, I need to calculate the mean of the last 90 days of the share price and so on for 101×2, 101×3,…

So I can get a matrix that is 3237×2 cause I cant calculate the mean of cell 1×1 of T(3327×2).

Best Answer

You need to use movmean(), Following code will compute mean with window size of 90 days.

T_mean = movmean(T, 90, 'Endpoints', 'discard'); % T is 3327 x 2

T_mean will be 3328x2.

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I think it's simpler to use mean directly and avoid accumarray. So to get all the rainfall for 1999, for example, you could do something like this:

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and then to get the mean for each location in 1999:

mean1999 = mean(pp1999, 3);    % 3 means average over time

or to get the overall mean for 1999:

overallMean1999 = mean(pp1999(:));

To select summer months (say June, July, August)

daysSummer = date(:,2) >= 6 & date(:,2) <= 8;
ppSummer = pp(:,:,daysSummer);

etc.

If you are doing several years you could replace the value 1999 by a variable and carry out the computation in a loop.

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3 minutes at every 2 seconds would be about 91 elements, so use movmean():

movingAverageSignal = movmean(signal, 91);

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