均线或均线 [英] Moving average or running mean

问题描述

在给定特定窗口的情况下，是否存在用于Python的SciPy函数或NumPy函数或模块来计算一维数组的运行平均值?

Is there a SciPy function or NumPy function or module for Python that calculates the running mean of a 1D array given a specific window?

推荐答案

对于一个简短，快速的解决方案，它可以在一个循环中完成所有操作，而无需依赖项，下面的代码效果很好.

For a short, fast solution that does the whole thing in one loop, without dependencies, the code below works great.

mylist = [1, 2, 3, 4, 5, 6, 7]
N = 3
cumsum, moving_aves = [0], []

for i, x in enumerate(mylist, 1):
    cumsum.append(cumsum[i-1] + x)
    if i>=N:
        moving_ave = (cumsum[i] - cumsum[i-N])/N
        #can do stuff with moving_ave here
        moving_aves.append(moving_ave)

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