Python Pandas:计算组内的移动平均值 [英] Python Pandas: Calculate moving average within group

问题描述

我有一个数据帧，其中包含100个对象的时间序列:

I have a dataframe containing time series for 100 objects:

object  period  value 
1       1       24
1       2       67
...
1       1000    56
2       1       59
2       2       46
...
2       1000    64
3       1       54
...
100     1       451
100     2       153
...
100     1000    21

我想在窗口10中为value列计算移动平均线.我想我必须做类似的事情

I want to calculate moving average with window 10 for the value column. I guess I have to do something like

df.groupby('object').apply(lambda ~calculate MA~) 

，然后按对象将此系列合并到原始数据帧?无法找出确切的命令

and then merge this Series to the original dataframe by object? Can't figure out exact commands

推荐答案

您可以使用

You can use rolling with transform:

df['moving'] = df.groupby('object')['value'].transform(lambda x: x.rolling(10, 1).mean())

rolling中的1用于最小周期数.

The 1 in rolling is for minimum number of periods.

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