Moving average vs. Moving median

Moving median filter simply removes outliers from the result, where moving mean/average always takes into account every point. However, moving median can be even more sensitive to short term significant spikes that span several points, especially when they span more than half of the moving window.

1. How do you find the moving median?
2. What does moving average filter do?
3. What is moving average curve in hydrology?
4. What is a rolling median?

How do you find the moving median?

M = movmedian( A , k ) returns an array of local k -point median values, where each median is calculated over a sliding window of length k across neighboring elements of A . When k is odd, the window is centered about the element in the current position.

What does moving average filter do?

Moving Average Filter is a Finite Impulse Response (FIR) Filter smoothing filter used for smoothing the signal from short term overshoots or noisy fluctuations and helps in retaining the true signal representation or retaining sharp step response.

What is moving average curve in hydrology?

A moving average is commonly used with time series data to smooth out short-term fluctuations and highlight longer-term trends or cycles. The threshold between short-term and long-term depends on the application, and the parameters of the moving average will be set accordingly.

What is a rolling median?

A rolling median is the median of a certain number of previous periods in a time series.