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Owning Palette: Preprocessing VIs

Installed With: Advanced Signal Processing Toolkit

Performs moving average on an input univariate or multivariate (vector) time series to smooth out fluctuations or to estimate the trend of the time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Details  Example

Use the pull-down menu to select an instance of this VI.

Select an instance TSA Moving Average (waveform)TSA Moving Average (array)TSA Vector Moving Average (waveform)TSA Vector Moving Average (array)

TSA Moving Average (waveform)

	Xt specifies the input univariate time series.
	method specifies the filter type to use in filtering the input time series. Refer to the Details section for information about available options.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	user defined weights specifies a set of weights for the moving average operation. If you specify a value for user defined weights, this VI ignores the setting for method. The number of weights must be odd, and the weight array must be symmetric so no phase distortion takes places in the moving average operation.
	Xt out returns the filtered univariate time series.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Moving Average (array)

	Xt specifies the input univariate time series.
	method specifies the filter type to use in filtering the input time series. Refer to the Details section for information about available options.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	user defined weights specifies a set of weights for the moving average operation. If you specify a value for user defined weights, this VI ignores the setting for method. The number of weights must be odd, and the weight array must be symmetric so no phase distortion takes places in the moving average operation.
	Xt out returns the filtered univariate time series.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Vector Moving Average (waveform)

	Xt specifies the input multivariate (vector) time series.
	method specifies the filter type to use in filtering the input time series. Refer to the Details section for information about available options.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	user defined weights specifies a set of weights for the moving average operation. If you specify a value for user defined weights, this VI ignores the setting for method. The number of weights must be odd, and the weight array must be symmetric so no phase distortion takes places in the moving average operation.
	Xt out returns the filtered multivariate time series.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Vector Moving Average (array)

	Xt specifies the input multivariate (vector) time series. Each column of the 2D array represents a vector at certain time.
	method specifies the filter type to use in filtering the input time series. Refer to the Details section for information about available options.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	user defined weights specifies a set of weights for the moving average operation. If you specify a value for user defined weights, this VI ignores the setting for method. The number of weights must be odd, and the weight array must be symmetric so no phase distortion takes places in the moving average operation.
	Xt out returns the filtered multivariate (vector) time series. Each column of the 2D array represents a vector at certain time.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Moving Average Details

This VI estimates the trend of a time series by using a linear filtering operation according to the following equation:

where {a_r} is a set of weights. In practice, . This operation is a moving average or finite impulse response (FIR) filter.

Spencer's 15-Point Moving Average

The symmetric weights are as follows:

Henderson's Moving Average

This moving average aims to follow a cubic polynomial trend without distortion. You can specify different numbers of weights based on the degree of irregularity of a time series.

The symmetric weights of 7-term are as follows:

[–0.05874 0.05874 0.29371 0.41259 0.29371 0.05874 –0.05874]

The symmetric weights of 9-term are as follows:

[–0.04072 –0.00987 0.11847 0.26656 0.33114 0.26656 0.11847 –0.00987 –0.04072]

The symmetric weights of 13-term are as follows:

[–0.01935 –0.02786 0.00000 0.06549 0.14736 0.21434 0.24006 0.21434 0.14736 0.06549 0.00000 –0.02786 –0.01935]

The symmetric weights of 23-term are as follows:

[–0.00428 –0.01092 –0.01569 –0.01453 –0.00495 0.01343 0.03893 0.06830 0.09740 0.12195 0.13832 0.14406 0.13832 0.12195 0.09740 0.06830 0.03893 0.01343 –0.00495 –0.01453 –0.01569 –0.01092 –0.00428]

Example

Refer to the Moving Average VI in the labview\examples\Time Series Analysis\TSAGettingStarted.llb for an example of using the TSA Moving Average VI.