Problem 44449. Moving Median Absolute Deviation

Created by li haitao

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<div style = "text-align: start; line-height: 20px; min-height: 0px; white-space: normal; color: rgb(0, 0, 0); font-family: Menlo, Monaco, Consolas, monospace; font-style: normal; font-size: 14px; font-weight: normal; text-decoration: none; white-space: normal; "><div style="display: block; min-width: 0px; padding-top: 0px; transform-origin: 332px 111.5px; vertical-align: baseline; perspective-origin: 332px 111.5px; "><div style="font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-bottom: 9px; margin-left: 4px; margin-right: 10px; margin-top: 2px; text-align: left; transform-origin: 309px 10.5px; white-space: pre-wrap; perspective-origin: 309px 10.5px; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="display: inline; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; transform-origin: 0px 0px; perspective-origin: 0px 0px; "><span style="">The median absolute deviation (MAD) is defined as</span></span></div><div style="background-color: rgb(247, 247, 247); border-bottom-left-radius: 4px; border-bottom-right-radius: 4px; border-top-left-radius: 4px; border-top-right-radius: 4px; margin-bottom: 10px; margin-left: 3px; margin-right: 3px; margin-top: 10px; transform-origin: 329px 10px; perspective-origin: 329px 10px; margin-left: 3px; margin-top: 10px; margin-bottom: 10px; margin-right: 3px; "><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; white-space: nowrap; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; ">MAD = median(abs(A </span><span style="border-bottom-color: rgb(255, 0, 0); border-left-color: rgb(255, 0, 0); border-right-color: rgb(255, 0, 0); border-top-color: rgb(255, 0, 0); caret-color: rgb(255, 0, 0); color: rgb(255, 0, 0); margin-right: 0px; outline-color: rgb(255, 0, 0); text-decoration-color: rgb(255, 0, 0); column-rule-color: rgb(255, 0, 0); ">− </span><span style="margin-right: 0px; ">median(A)))</span></span></div></div><div style="font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-bottom: 9px; margin-left: 4px; margin-right: 10px; margin-top: 10px; text-align: left; transform-origin: 309px 10.5px; white-space: pre-wrap; perspective-origin: 309px 10.5px; margin-left: 4px; margin-top: 10px; margin-bottom: 9px; margin-right: 10px; "><span style="display: inline; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; transform-origin: 0px 0px; perspective-origin: 0px 0px; "><span style="">for a rolling window of length n. For example:</span></span></div><div style="background-color: rgb(247, 247, 247); border-bottom-left-radius: 4px; border-bottom-right-radius: 4px; border-top-left-radius: 4px; border-top-right-radius: 4px; margin-bottom: 10px; margin-left: 3px; margin-right: 3px; margin-top: 10px; transform-origin: 329px 50px; perspective-origin: 329px 50px; margin-left: 3px; margin-top: 10px; margin-bottom: 10px; margin-right: 3px; "><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; transform-origin: 329px 10px; white-space: nowrap; perspective-origin: 329px 10px; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; ">move_mad(1:10, 5) </span></span></div><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; transform-origin: 329px 10px; white-space: nowrap; perspective-origin: 329px 10px; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; ">returns </span><span style="border-bottom-color: rgb(170, 4, 249); border-left-color: rgb(170, 4, 249); border-right-color: rgb(170, 4, 249); border-top-color: rgb(170, 4, 249); caret-color: rgb(170, 4, 249); color: rgb(170, 4, 249); margin-right: 0px; outline-color: rgb(170, 4, 249); text-decoration-color: rgb(170, 4, 249); column-rule-color: rgb(170, 4, 249); ">[1 1 1 1 1 1]</span><span style="margin-right: 0px; ">;</span></span></div><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; transform-origin: 329px 10px; white-space: nowrap; perspective-origin: 329px 10px; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; "></span></span></div><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; transform-origin: 329px 10px; white-space: nowrap; perspective-origin: 329px 10px; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; ">move_mad(logspace(0, 1, 10), 3) </span></span></div><div style="background-color: rgba(0, 0, 0, 0); border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-left-color: rgb(233, 233, 233); border-left-style: solid; border-left-width: 1px; border-right-color: rgb(233, 233, 233); border-right-style: solid; border-right-width: 1px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-height: 18px; padding-left: 4px; transform-origin: 329px 10px; white-space: nowrap; perspective-origin: 329px 10px; "><span style="border-left-color: rgb(0, 0, 0); border-left-style: none; border-left-width: 0px; border-right-color: rgb(0, 0, 0); border-right-style: none; border-right-width: 0px; display: inline; margin-right: 45px; min-height: 0px; padding-left: 0px; tab-size: 4; transform-origin: 0px 0px; white-space: pre; perspective-origin: 0px 0px; margin-right: 45px; "><span style="margin-right: 0px; ">returns </span><span style="border-bottom-color: rgb(170, 4, 249); border-left-color: rgb(170, 4, 249); border-right-color: rgb(170, 4, 249); border-top-color: rgb(170, 4, 249); caret-color: rgb(170, 4, 249); color: rgb(170, 4, 249); margin-right: 0px; outline-color: rgb(170, 4, 249); text-decoration-color: rgb(170, 4, 249); column-rule-color: rgb(170, 4, 249); ">[0.292 0.377 0.486 0.628 0.811 1.048 1.353 1.748]</span></span></div></div><div style="font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-bottom: 9px; margin-left: 4px; margin-right: 10px; margin-top: 10px; text-align: left; transform-origin: 309px 10.5px; white-space: pre-wrap; perspective-origin: 309px 10.5px; margin-left: 4px; margin-top: 10px; margin-bottom: 9px; margin-right: 10px; "><span style="display: inline; margin-bottom: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; transform-origin: 0px 0px; perspective-origin: 0px 0px; "><span style="">Round the result to 3 digits.</span></span></div></div></div>

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28 Solutions
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Last Solution submitted on Sep 29, 2020

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goc3 on 5 Jan 2018

The description was improved and the test suite fixed.

Rafael S.T. Vieira on 29 Sep 2020 at 4:36

The test suite needs to be fixed so it can admit a tolerance in the solution since it is using floats. Currently MATLAB has the function movmad, but even with it, and using round the last case of the test suite fails.

goc3 on 29 Sep 2020 at 17:06

The test suite has had a tolerance applied.

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Problem 44449. Moving Median Absolute Deviation

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Problem 44449. Moving Median Absolute Deviation

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Last 200 Solutions

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