python 对列表滑动平均_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.cumsum(a[:WSZ-1])[::2]/r

stop = (np.cumsum(a[:-WSZ:-1])[::2]/r)[::-1]

return np.concatenate(( start , out0, stop ))

# another one，边缘处理的不好

"""

def movingaverage(data, window_size):

window = np.ones(int(window_size))/float(window_size)

return np.convolve(data, window, 'same')

"""

# another one，速度更快

# 输出结果 不与原始数据等长，假设原数据为m，平滑步长为t，则输出数据为m-t+1

"""

def movingaverage(data, window_size):

cumsum_vec = np.cumsum(np.insert(data, 0, 0))

ma_vec = (cumsum_vec[window_size:] - cumsum_vec[:-window_size]) / window_size

return ma_vec

"""

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