Calculate percentiles in a moving window

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Thu, 12/17/2015 - 03:17 pm

Hello,

I have a wave containing 1 second data and I am looking to calculate 5 minute moving window 25th and 75th percentiles for each point in the wave.

For example, say I have a wave named wave1 which has 1 second data and I want to make a wave named wave_75 where each point i is the 75th percentile over a 5-minute period of the time series centered on point i, and extending over the 300 seconds (5 min) from point (i – 150) to point (i + 149 )

I guess I could write a function which does this but I was wondering if there is a quicker/easier approach using the inbuilt functions and commands.

Thanks in advance!
The built in Smooth operation using the percentile method ("/MPCT" flag) looks like it will give the desired result.

December 18, 2015 at 05:44 am - Permalink