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Python实现滑动平均(Moving Average)的例子

更新时间:2020-07-26 22:42:01 作者:startmvc
Python中滑动平均算法(MovingAverage)方案:#!/usr/bin/envpython#-*-coding:utf-8-*-importnumpyasnp#等同于M

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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Python 滑动平均 Moving Average