python中窗口滑动讲解-Python实现滑动平均(Moving Average)的例子

Python中滑动平均算法（Moving Average）方案：

#!/usr/bin/env python

# -*- coding: utf-8 -*-

import numpy as np

# 等同于MATLAB中的smooth函数，但是平滑窗口必须为奇数。

# yy = smooth(y) smooths the data in the column vector y ..

# The first few elements of yy are given by

# yy(1) = y(1)

# yy(2) = (y(1) + y(2) + y(3))/3

# yy(3) = (y(1) + y(2) + y(3) + y(4) + y(5))/5

# yy(4) = (y(2) + y(3) + y(4) + y(5) + y(6))/5

# ...

def smooth(a,WSZ):

# a:原始数据，NumPy 1-D array containing the data to be smoothed

# 必须是1-D的，如果不是，请使用 np.ravel()或者np.squeeze()转化

# WSZ: smoothing window size needs, which must be odd number,

# as in the original MATLAB implementation

out0 = np.convolve(a,np.ones(WSZ,dtype=int),"valid")/WSZ

r = np.arange(1,WSZ-1,2)

start = np.cums