moving average filter python code example

Example 1: python moving average of list

import numpy
def running_mean(x, N):
  """ x == an array of data. N == number of samples per average """
    cumsum = numpy.cumsum(numpy.insert(x, 0, 0)) 
    return (cumsum[N:] - cumsum[:-N]) / float(N)
  
val = [-30.45, -2.65, 56.61, 47.13, 47.95, 30.45, 2.65, -28.31, -47.13, -95.89]
print(running_mean(val, 3))
""" [  7.83666667  33.69666667  50.56333333  41.84333333  27.01666667
   1.59666667 -24.26333333 -57.11      ]	"""

Example 2: 12 month movinf average in python for dataframe

# Calculating the short-window simple moving average
short_rolling = data.rolling(window=20).mean()
short_rolling.head(20)