Rolling windows in Python

A moving average smooths a noisy series without losing its shape.

import pandas as pd

runs = pd.Series([88, 91, 104, 97, 99, 108])

print(runs.rolling(3).mean().round(1).tolist())
print(runs.rolling(3, min_periods=1).mean().round(1).tolist())
print(runs.expanding().max().tolist())
print(runs.diff().tolist())

How it works

rolling(3) looks back three rows, so the first two are missing.
min_periods lets short windows produce a value anyway.
expanding grows the window from the start instead.

Keywords and builtins used here

as
print

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Step 3 of 3 in Time series, step 25 of 26 in pandas.

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