[Numpy-discussion] ENH: Add Moving Average Function

Todd toddrjen at gmail.com
Mon Aug 26 11:37:45 EDT 2019


I think having some function for common cases like moving average and
spectrogram would be good.  Having a jumping-off point and simple reference
for testing against could encourage someone to make a faster implementation
down the road.

-Todd

On Mon, Aug 26, 2019 at 12:24 AM Stephan Hoyer <shoyer at gmail.com> wrote:

> I would be very interested to see the “sliding window view” function
> merged into np.lib.stride_tricks.
>
> I don’t think it makes sense to add a suite of dedicated functions for
> sliding window calculations that wrap that function. If we are going to go
> down the path of adding sliding window calculations into a NumPy, they
> should use efficient algorithms, like those found in the “bottleneck”
> package.
>
> Best,
> Stephan
>
> On Sun, Aug 25, 2019 at 3:33 PM Nicholas Georgescu <nsg27 at case.edu> wrote:
>
>> Hi all,
>>
>> I opened a Pull Request
>> <https://link.getmailspring.com/link/58478F5E-3390-4C6D-8AA4-0B8724FC079A@getmailspring.com/0?redirect=https%3A%2F%2Fgithub.com%2Fnumpy%2Fnumpy%2Fpull%2F13923&recipient=bnVtcHktZGlzY3Vzc2lvbkBweXRob24ub3Jn> to
>> include this package in numpy
>> <https://link.getmailspring.com/link/58478F5E-3390-4C6D-8AA4-0B8724FC079A@getmailspring.com/1?redirect=https%3A%2F%2Fpypi.org%2Fproject%2Fmvgavg%2F&recipient=bnVtcHktZGlzY3Vzc2lvbkBweXRob24ub3Jn>,
>> along with the associated sliding window function in this PR
>> <https://link.getmailspring.com/link/58478F5E-3390-4C6D-8AA4-0B8724FC079A@getmailspring.com/2?redirect=https%3A%2F%2Fgithub.com%2Fnumpy%2Fnumpy%2Fissues%2F7753&recipient=bnVtcHktZGlzY3Vzc2lvbkBweXRob24ub3Jn>
>> .
>>
>> The function picks the fastest method to do a moving average if there is
>> no weighting, but with weights it resorts to the second-fastest method
>> which has an easier implementation.  It also contains a binning option
>> which cuts the number of points down by a factor of n rather than by
>> subtracting n.  The details are in the package documentation and PR.
>>
>> Thanks,
>> Nicholas
>> [image: Sent from Mailspring]
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