Python Pandas: Calculate moving average within group

问题

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

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~) 

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

回答1:

You can use rolling with transform:

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

The 1 in rolling is for minimum number of periods.

回答2:

You can use rolling on groupby object directly as:

df['moving'] = df.groupby('object').rolling(10)['value'].mean()

来源：https://stackoverflow.com/questions/53339021/python-pandas-calculate-moving-average-within-group