time series calculation in list comprehension?

[Jim Segrave]

In article <1142012049.892323.103060 at v46g2000cwv.googlegroups.com>,
falcon <shahbazc at gmail.com> wrote:
>Is there a way I can do time series calculation, such as a moving
>average in list comprehension syntax?  I'm new to python but it looks
>like list comprehension's 'head' can only work at a value at a time.  I
>also tried using the reduce function and passed in my list and another
>function which calculates a moving average outside the list comp. ...
>but I'm not clear how to do it.  Any ideas?  Thanks.

I used the following to return an array of the average of the last n
values -it's not particularly pretty, but it works

# set number of values to average
weighting = 10

# an array of values we want to calculate a running average on
ratings = []
# an array of running averages
running_avg = []

# some routine to fill ratings with the values
r = random.Random()
for i in range(0, 20):
      ratings.append(float(r.randint(0, 99)))

for i in range(1, 1 + len(ratings)):
      if i < weighting:
            running_avg.append(ratings[i - 1])
      else:
            running_avg.append(reduce(lambda s, a: s+ a,
                                      ratings[i - weighting : i]) /
                               len(ratings[i - weighting : i]))

for i in range(0, len(ratings)):
    print "%3d: %3d %5.2f" % (i, ratings[i], running_avg[i])


sample output:
  0:  34 34.00
  1:  28 28.00
  2:  58 58.00
  3:  16 34.00
  4:  74 44.00
  5:  32 45.00
  6:  74 49.00
  7:  21 50.25
  8:  78 51.25
  9:  28 50.25
 10:  32 39.75
 11:  93 57.75
 12:   2 38.75
 13:   7 33.50
 14:   8 27.50
 15:  30 11.75
 16:   1 11.50
 17:   8 11.75
 18:  40 19.75
 19:   8 14.25

For all but the first 3 rows, the third column is the average of the
values in the 2nd column for this and the preceding 3 rows. 



-- 
Jim Segrave           (jes at jes-2.demon.nl)