time series calculation in list comprehension?

Paul Rubin http
Fri Mar 10 13:55:41 EST 2006


"falcon" <shahbazc at gmail.com> writes:
> 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.

Do you mean something like this?

    for i in xrange(5, len(ts)):
      # compute and print moving average from i-5 to i
      print i, sum(ts[i-5:i]) / 5.



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