Computing a moving average when data points arrive one at a time

Asked Feb 03 '19 at 17:14

Active Feb 03 '19 at 17:14

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I am sure there's a cool python/numpy/pandas way to do this.

I am receiving one data point at a time. I would like to compute something like a moving average over the last n observations, even better with exponential smoothing.

I could have a circular buffer where I drop the oldest observation, add the newest, and compute the smoothing on that. I'm looking for a more elegant approach.

asked Feb 03 '19 at 17:14

pitosalas

2

The whole point to exponential smoothing is that it can be performed online as an update of the previous value. See the first paragraph of the Wikipedia article at https://en.wikipedia.org/wiki/Exponential_smoothing. – whuber Feb 03 '19 at 17:50
@whuber: do you want to post your comment(s) as an answer? Better to have a short answer than no answer at all. Anyone who has a better answer can post it. – Stephan Kolassa Feb 03 '19 at 17:52

Computing a moving average when data points arrive one at a time

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