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Answer by nwsteg for Incremental averaging
Here is a solution similar to @Michal Wolodzko but with a constant batch size $w$. I developed this because I need to take an average of a large sequence of high resolution images. With this method, I...
View ArticleAnswer by danijar for Incremental averaging
IntuitionIt's an easy question and @Henry basically answered it. However, I think it would be nice to add some intuition on the second equation:$$\mu_k=\mu_{k-1}+\frac{x_k-\mu_{k-1}}{k}$$The idea is to...
View ArticleAnswer by Mark Stocks for Incremental averaging
yep easy to do - I call it the travelling mean :)Note you will need to keep track of the 1. 'count' of values, 2. previous 'mean' and 3. the 'new value'. Algorithm is:in words : ('previous mean' *...
View ArticleAnswer by Michal Wolodzko for Incremental averaging
Here is the general solution to the problem. We start calculating average from (m+1)-th element up to (n+1)-th element of the incoming data.Giving that: $a_{n}$ is the n-th element of incoming...
View ArticleAnswer by Henry for Incremental averaging
You need to keep at least two pieces of information: the number of terms so far and the running mean (or something equivalent to it).Let's suppose the $n$th component of the vector is $a_n$ and the...
View ArticleIncremental averaging
Is there a way to incrementally calculate (or estimate) the average of a vector (a set of numbers) without knowing their count in advance? For example you have a = [4 6 3 9 4 12 4 18] and you want to...
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