Moving window standard deviation script download - Moving window standard deviation Moving window standard deviation - A (fast) windowed std

Moving window standard deviation - A (fast) windowed std on a time series Occasionally I see a request for computation of a running, windowed standard deviation. This is easily accomplished using filter and the alternative formula for the standard deviation:std = sqrt((sum(x.^2) - n*xbar.^2)/(n-1)).Movingstd allows you to specify forward, backward or central windows of any desired length. It patches the ends, shortening the window as necessary. Requirements: · MATLAB Release: R14SP1

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