[python][pandas] pandasで移動平均

Rで移動平均 - tetsunosukeのnotebook を pandasで。

今回は結構簡単です。

>>> import numpy as np
>>> import pandas as pd
>>> data = np.array([1,2,3,4,5,4,3,2,1])
>>> pd.rolling_mean(data, 5)
array([ nan,  nan,  nan,  nan,  3. ,  3.6,  3.8,  3.6,  3. ])