Rolling mean with customized window with Pandas

data = pd.Series(range(1, 9))

data_mean = pd.rolling_mean(data, window=5).shift(-2)
print(data_mean)
0   NaN
1   NaN
2     3
3     4
4     5
5     6
6   NaN
7   NaN
dtype: float64

data_mean = pd.rolling_mean(data, window=5,center=3)

Standard moving window functions

rolling_count(arg, window[, freq, center, how])
Rolling count of number of non-NaN observations inside provided window.

rolling_sum(arg, window[, min_periods, …])
Moving sum.

rolling_mean(arg, window[, min_periods, …])
Moving mean.

rolling_median(arg, window[, min_periods, …])
O(N log(window)) implementation using skip list

rolling_var(arg, window[, min_periods, …])
Numerically stable implementation using Welford’s method.

rolling_std(arg, window[, min_periods, …])
Moving standard deviation.

rolling_min(arg, window[, min_periods, …])
Moving min of 1d array of dtype=float64 along axis=0 ignoring NaNs.

rolling_max(arg, window[, min_periods, …])
Moving max of 1d array of dtype=float64 along axis=0 ignoring NaNs.

rolling_corr(arg1[, arg2, window, …])
Moving sample correlation.

rolling_corr_pairwise(df1[, df2, window, …])
Deprecated.

rolling_cov(arg1[, arg2, window, …])
Unbiased moving covariance.

rolling_skew(arg, window[, min_periods, …])
Unbiased moving skewness.

rolling_kurt(arg, window[, min_periods, …])

rolling_apply(arg, window, func[, …])
Generic moving function application.

rolling_quantile(arg, window, quantile[, …])
Moving quantile.

rolling_window(arg[, window, win_type, …])
Applies a moving window of type window_type and size window on the data.