## Moving average numpy

- Moving Averages In pandas - Chris Albon
- Moving Average Smoothing for Data Preparation and Time
- Python - Moving average or running mean - Stack Overflow

Thanks for the article, it 8767 s so enlighthening

just interesting the smoothing with moving average for the data preparation.

let say later on, it will use certain algorithm to make prediction.

whether the smoothing applied to the whole raw data or for training dataset only?

## Moving Averages In pandas - Chris Albon

From reading the other answers I don't think this is what the question asked for, but I got here with the need of keeping a running average of a list of values that was growing in size.

### Moving Average Smoothing for Data Preparation and Time

Return the average along the specified axis. When returned is True , return a tuple with the average as the first element and the sum of the weights as the second element. The return type is Float if a is of integer type, otherwise it is of the same type as a. sum_of_weights is of the same type as average .

#### Python - Moving average or running mean - Stack Overflow

7) If seasonality has to be removed before forecasting, then why center moving average cannot be used? As per the above article, center moving average would remove seasonality!

In the case of trailing moving average calculation, why do we need to shift the data? I mean, the rolling window will always be based on the current and past value, not the future values. So, even without shifting the data, wouldn 8767 t we get valid results? In the case above, we would get valid mean from index 7 (in the feature engineering section).

Am I missing something?

In this tutorial, we will look at how we can calculate trailing moving average values for use as data preparation, feature engineering, and for directly making predictions.

This generator-function takes an iterable and a window size N and yields the average over the current values inside the window. It uses a deque , which is a datastructure similar to a list, but optimized for fast modifications ( pop , append ) at both endpoints.

For example, with a window size of 8, we must shift the series forward by 7 time steps. This is because we want to include the previous two observations as well as the current observation in the moving average in order to predict the next value. We can then calculate the moving average from this shifted series.

First, a copy of the series must be shifted forward by one time step. This will represent the input to our prediction problem, or a lag=6 version of the series. This is a standard supervised learning view of the time series problem. For example: