pandas_滑动窗口

import pandas as pd
import numpy as np
%matplotlib inline
#pd.date_range()
df = pd.Series(np.random.randn(600),index=pd.date_range(‘7-1-2016‘,periods=600,freq=‘D‘))
df
2016-07-01   -0.316216
2016-07-02   -0.111523
2016-07-03    1.230472
2016-07-04    1.374675
2016-07-05   -0.850903
                ...   
2018-02-16    0.583057
2018-02-17   -1.240478
2018-02-18    0.606154
2018-02-19    0.813593
2018-02-20    0.854716
Freq: D, Length: 600, dtype: float64
#进行滑动窗口
r = df.rolling(window=10)
Rolling [window=10,center=False,axis=0]
r.mean().head(11)
#NaN的原因是因为小于窗口的长度
2016-07-01         NaN
2016-07-02         NaN
2016-07-03         NaN
2016-07-04         NaN
2016-07-05         NaN
2016-07-06         NaN
2016-07-07         NaN
2016-07-08         NaN
2016-07-09         NaN
2016-07-10    0.146395
2016-07-11    0.223922
Freq: D, dtype: float64
import matplotlib.pyplot as plt
plt.figure(figsize=(15,5))
df.plot(style=‘r--‘)
df.rolling(window=10).mean().plot(style=‘b‘)
<matplotlib.axes._subplots.AxesSubplot at 0x20bc8435c88>