There seems to be no function that simply calculates the moving average on numpy/scipy, leading to convoluted solutions.
My question is two-fold:
If you just want a straightforward non-weighted moving average, you can easily implement it with np.cumsum
, which may be is faster than FFT based methods:
EDIT Corrected an off-by-one wrong indexing spotted by Bean in the code. EDIT
def moving_average(a, n=3) :
ret = np.cumsum(a, dtype=float)
ret[n:] = ret[n:] - ret[:-n]
return ret[n - 1:] / n
>>> a = np.arange(20)
>>> moving_average(a)
array([ 1., 2., 3., 4., 5., 6., 7., 8., 9., 10., 11.,
12., 13., 14., 15., 16., 17., 18.])
>>> moving_average(a, n=4)
array([ 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5, 9.5,
10.5, 11.5, 12.5, 13.5, 14.5, 15.5, 16.5, 17.5])
So I guess the answer is: it is really easy to implement, and maybe numpy is already a little bloated with specialized functionality.