ddmra.utils.moving_average

moving_average(values, window)[source]

Calculate running average along values array.

Parameters

  • values ((N,) numpy.ndarray) – Values over which to compute average.

  • window (int) – Sliding window size over which to average values.

Returns

sma ((N,) numpy.ndarray) – Each value in sma is the average of the window values in values surrounding that position. So sma[1000] (with a window of 500) will be the mean of values[750:1250]. Positions at the beginning and end will be NaNs.