python 计算移动平均,Python Pandas：计算组内的移动平均值

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

解决方案

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.