deepof.utils.moving_average

deepof.utils.moving_average(time_series: Series, lag: int = 5) → Series

Fast implementation of a moving average function.

Parameters:

• time_series (pd.Series) – Uni-variate time series to take the moving average of.

• lag (int) – size of the convolution window used to compute the moving average.

Returns:

Uni-variate moving average over time_series.

Return type:

moving_avg (pd.Series)