## Finding moving average from data points in Python

As numpy.convolve is pretty slow, those who need a fast performing solution might prefer an easier to understand cumsum approach. Here is the code: cumsum_vec = numpy.cumsum(numpy.insert(data, 0, 0)) ma_vec = (cumsum_vec[window_width:] – cumsum_vec[:-window_width]) / window_width where data contains your data, and ma_vec will contain moving averages of window_width length. On average, cumsum is about … Read more