movstd: Moving std

In matrixProfile: Matrix Profile

Description

Calculates moving sample standard deviation of input data.

Usage

movstd(x = x, w = w)

Arguments

x	A given input data.
w	A sliding window of length w.

Value

An array of local w-point sample standard deviation values, where each sample standard deviation is calculated over a sliding window of length w across neighboring elements of x. The window size is automatically truncated at the endpoints when there are not enough elements to fill the window. When the window is truncated, the standard deviation is taken over only the elements that fill the window. Output is the same size as x.

Author(s)

Donghwan Kim
[e-mail] [e-mail] [e-mail]

References

https://kr.mathworks.com/help/matlab/ref/movstd.html?lang=en

Examples

x <- 1:10
movstd(x, 3)

matrixProfile documentation built on May 2, 2019, 9:43 a.m.