Moving average or running mean

Question

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?

Answer 1

I feel this can be elegantly solved using bottleneck

See basic sample below:

import numpy as np
import bottleneck as bn

a = np.random.randint(4, 1000, size=100)
mm = bn.move_mean(a, window=5, min_count=1)

• "mm" is the moving mean for "a".

• "window" is the max number of entries to consider for moving mean.

• "min_count" is min number of entries to consider for moving mean (e.g. for first few elements or if the array has nan values).

The good part is Bottleneck helps to deal with nan values and it's also very efficient.