Problem 44449. Moving Median Absolute Deviation

Created by li haitao

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<div style = "text-align: start; line-height: 20.4333px; 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: 400; text-decoration: rgb(0, 0, 0); white-space: normal; "><div style="block-size: 225.6px; display: block; min-width: 0px; padding-block-start: 0px; padding-top: 0px; perspective-origin: 407px 112.8px; transform-origin: 407px 112.8px; vertical-align: baseline; "><div style="block-size: 21px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 2px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 2px; perspective-origin: 384px 10.5px; text-align: left; transform-origin: 384px 10.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 2px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 161px 8px; transform-origin: 161px 8px; unicode-bidi: normal; "><span style="">The median absolute deviation (MAD) is defined as</span></span></div><div style="background-color: rgb(247, 247, 247); block-size: 20.4333px; border-bottom-left-radius: 4px; border-bottom-right-radius: 4px; border-end-end-radius: 4px; border-end-start-radius: 4px; border-start-end-radius: 4px; border-start-start-radius: 4px; border-top-left-radius: 4px; border-top-right-radius: 4px; margin-block-end: 10px; margin-block-start: 10px; margin-bottom: 10px; margin-inline-end: 3px; margin-inline-start: 3px; margin-left: 3px; margin-right: 3px; margin-top: 10px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; 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-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 128px 8.5px; transform-origin: 128px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; perspective-origin: 76px 8.5px; transform-origin: 76px 8.5px; ">MAD = median(abs(A </span><span style="border-block-end-color: rgb(255, 0, 0); border-block-start-color: rgb(255, 0, 0); border-bottom-color: rgb(255, 0, 0); border-inline-end-color: rgb(255, 0, 0); border-inline-start-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); column-rule-color: rgb(255, 0, 0); margin-inline-end: 0px; margin-right: 0px; outline-color: rgb(255, 0, 0); perspective-origin: 8px 8.5px; text-decoration: none; text-decoration-color: rgb(255, 0, 0); text-emphasis-color: rgb(255, 0, 0); transform-origin: 8px 8.5px; ">− </span><span style="margin-inline-end: 0px; margin-right: 0px; perspective-origin: 44px 8.5px; transform-origin: 44px 8.5px; ">median(A)))</span></span></div></div><div style="block-size: 21px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 10px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 10px; perspective-origin: 384px 10.5px; text-align: left; transform-origin: 384px 10.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 10px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 140.5px 8px; transform-origin: 140.5px 8px; unicode-bidi: normal; "><span style="">for a rolling window of length n. For example:</span></span></div><div style="background-color: rgb(247, 247, 247); block-size: 102.167px; border-bottom-left-radius: 4px; border-bottom-right-radius: 4px; border-end-end-radius: 4px; border-end-start-radius: 4px; border-start-end-radius: 4px; border-start-start-radius: 4px; border-top-left-radius: 4px; border-top-right-radius: 4px; margin-block-end: 10px; margin-block-start: 10px; margin-bottom: 10px; margin-inline-end: 3px; margin-inline-start: 3px; margin-left: 3px; margin-right: 3px; margin-top: 10px; perspective-origin: 404px 51.0833px; transform-origin: 404px 51.0833px; margin-left: 3px; margin-top: 10px; margin-bottom: 10px; margin-right: 3px; "><div style="background-color: rgba(0, 0, 0, 0); block-size: 20.4333px; border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 72px 8.5px; transform-origin: 72px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; ">move_mad(1:10, 5) </span></span></div><div style="background-color: rgba(0, 0, 0, 0); block-size: 20.4333px; border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 88px 8.5px; transform-origin: 88px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; perspective-origin: 32px 8.5px; transform-origin: 32px 8.5px; ">returns </span><span style="border-block-end-color: rgb(170, 4, 249); border-block-start-color: rgb(170, 4, 249); border-bottom-color: rgb(170, 4, 249); border-inline-end-color: rgb(170, 4, 249); border-inline-start-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); column-rule-color: rgb(170, 4, 249); margin-inline-end: 0px; margin-right: 0px; outline-color: rgb(170, 4, 249); perspective-origin: 52px 8.5px; text-decoration: none; text-decoration-color: rgb(170, 4, 249); text-emphasis-color: rgb(170, 4, 249); transform-origin: 52px 8.5px; ">[1 1 1 1 1 1]</span><span style="margin-inline-end: 0px; margin-right: 0px; perspective-origin: 4px 8.5px; transform-origin: 4px 8.5px; ">;</span></span></div><div style="background-color: rgba(0, 0, 0, 0); block-size: 20.4333px; border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 0px 8.5px; transform-origin: 0px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; "></span></span></div><div style="background-color: rgba(0, 0, 0, 0); block-size: 20.4333px; border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 128px 8.5px; transform-origin: 128px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; ">move_mad(logspace(0, 1, 10), 3) </span></span></div><div style="background-color: rgba(0, 0, 0, 0); block-size: 20.4333px; border-bottom-left-radius: 0px; border-bottom-right-radius: 0px; border-end-end-radius: 0px; border-end-start-radius: 0px; border-inline-end-color: rgb(233, 233, 233); border-inline-end-style: solid; border-inline-end-width: 1px; border-inline-start-color: rgb(233, 233, 233); border-inline-start-style: solid; border-inline-start-width: 1px; 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-start-end-radius: 0px; border-start-start-radius: 0px; border-top-left-radius: 0px; border-top-right-radius: 0px; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; min-block-size: 18px; min-height: 18px; padding-inline-start: 4px; padding-left: 4px; perspective-origin: 404px 10.2167px; transform-origin: 404px 10.2167px; white-space: nowrap; "><span style="block-size: auto; border-inline-end-color: rgb(0, 0, 0); border-inline-end-style: none; border-inline-end-width: 0px; border-inline-start-color: rgb(0, 0, 0); border-inline-start-style: none; border-inline-start-width: 0px; 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-inline-end: 45px; margin-right: 45px; min-block-size: 0px; min-height: 0px; padding-inline-start: 0px; padding-left: 0px; perspective-origin: 228px 8.5px; transform-origin: 228px 8.5px; unicode-bidi: normal; white-space: pre; margin-right: 45px; "><span style="margin-inline-end: 0px; margin-right: 0px; perspective-origin: 32px 8.5px; transform-origin: 32px 8.5px; ">returns </span><span style="border-block-end-color: rgb(170, 4, 249); border-block-start-color: rgb(170, 4, 249); border-bottom-color: rgb(170, 4, 249); border-inline-end-color: rgb(170, 4, 249); border-inline-start-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); column-rule-color: rgb(170, 4, 249); margin-inline-end: 0px; margin-right: 0px; outline-color: rgb(170, 4, 249); perspective-origin: 196px 8.5px; text-decoration: none; text-decoration-color: rgb(170, 4, 249); text-emphasis-color: rgb(170, 4, 249); transform-origin: 196px 8.5px; ">[0.292 0.377 0.486 0.628 0.811 1.048 1.353 1.748]</span></span></div></div><div style="block-size: 21px; font-family: Helvetica, Arial, sans-serif; line-height: 21px; margin-block-end: 9px; margin-block-start: 10px; margin-bottom: 9px; margin-inline-end: 10px; margin-inline-start: 4px; margin-left: 4px; margin-right: 10px; margin-top: 10px; perspective-origin: 384px 10.5px; text-align: left; transform-origin: 384px 10.5px; white-space: pre-wrap; margin-left: 4px; margin-top: 10px; margin-bottom: 9px; margin-right: 10px; "><span style="block-size: auto; display: inline; margin-block-end: 0px; margin-block-start: 0px; margin-bottom: 0px; margin-inline-end: 0px; margin-inline-start: 0px; margin-left: 0px; margin-right: 0px; margin-top: 0px; perspective-origin: 87px 8px; transform-origin: 87px 8px; unicode-bidi: normal; "><span style="">Round the result to 3 digits.</span></span></div></div></div>

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39 Solutions
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Last Solution submitted on Oct 02, 2022

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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

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

The test suite has had a tolerance applied.

ChrisR on 3 Jul 2021

The tolerance isn't defined in the test suite.

goc3 on 7 Jul 2021

@ChrisR: the tolerance is hard-coded into the assert lines (1e-3).

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Problem 44449. Moving Median Absolute Deviation

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Problem 44449. Moving Median Absolute Deviation

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