Calculating a rolling weighted sum using numpy Question: I am curious to know if there are any more optimal ways to compute this "rolling weighted sum" (unsure what the actual terminology is, but I will provide an example to further clarify). I am asking this because I am certain that my current code snippet is …
Rolling sum of dataframe column with custom function gets really slow on large averaging windows. Can I fix with convolve? Question: I am using the following function to estimate the Gaussian window rolling average of my timeseries. Though it works great from small size averaging windows, it crushes (or gets extremely slow) for larger averaging …
Is there a way to get Pandas ewm to function on fixed windows? Question: I am trying to use Pandas ewm function to calculating exponentially weighted moving averages. However i’ve noticed that information seems to carry through your entire time series. What this means is that every data point’s MA is dependant on a different …
Calculating Rolling forward averages with pandas Question: I need to calculate some rolling forward averages in a dataframe and really don’t know where to start. I know if I wanted to select a cell 10 days ahead say I would do df.shift(-10), but what I’m looking to do is calculate the average between 10 and …
Python Pandas: Calculate moving average within group Question: 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 …
Average on overlapping windows in Python Question: I’m trying to compute a moving average but with a set step size between each average. For example, if I was computing the average of a 4 element window every 2 elements: data = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10] This should produce the …
Efficiently take moving average of sparse data and filter above threshold in python Question: I am getting my feet wet with some genome analysis and am a little stuck. I have some very sparse data and need to find places where the moving average exceeds some threshold, marking each point as 1 or 0. The …
How to calculate rolling / moving average using python + NumPy / SciPy? Question: There seems to be no function that simply calculates the moving average on numpy/scipy, leading to convoluted solutions. My question is two-fold: What’s the easiest way to (correctly) implement a moving average with numpy? Since this seems non-trivial and error prone, …
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? Asked By: Shejo284 || Source Answers: For a ready-to-use solution, see https://scipy-cookbook.readthedocs.io/items/SignalSmooth.html. It provides running average with the flat window type. Note that this …
