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?
Use Only Python Standard Library (Memory Efficient)
Just give another version of using the standard library deque
only. It's quite a surprise to me that most of the answers are using pandas
or numpy
.
def moving_average(iterable, n=3):
d = deque(maxlen=n)
for i in iterable:
d.append(i)
if len(d) == n:
yield sum(d)/n
r = moving_average([40, 30, 50, 46, 39, 44])
assert list(r) == [40.0, 42.0, 45.0, 43.0]
Actually I found another implementation in python docs
def moving_average(iterable, n=3):
# moving_average([40, 30, 50, 46, 39, 44]) --> 40.0 42.0 45.0 43.0
# http://en.wikipedia.org/wiki/Moving_average
it = iter(iterable)
d = deque(itertools.islice(it, n-1))
d.appendleft(0)
s = sum(d)
for elem in it:
s += elem - d.popleft()
d.append(elem)
yield s / n
However the implementation seems to me is a bit more complex than it should be. But it must be in the standard python docs for a reason, could someone comment on the implementation of mine and the standard doc?