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But it seems like Pandas works well even with numpy arrays, so I guess I shouldn't bother and simply use Pandas which has a lot more features than all the other solutions anyway.
Rolling, expanding, ...
See
http://pandas.pydata.org/pandas-docs/stable/computation.html#window-functions
http://xarray.pydata.org/en/stable/generated/xarray.DataArray.rolling.html#xarray.DataArray.rolling
For numpy:
https://gist.github.com/seberg/3866040
http://www.rigtorp.se/2011/01/01/rolling-statistics-numpy.html
Bottleneck also supports move_*
https://pypi.python.org/pypi/Bottleneck
there are no built-in move functions in numpy, so it compares against its own implementation:
https://github.com/kwgoodman/bottleneck/blob/master/bottleneck/slow/move.py
But it seems like Pandas works well even with numpy arrays, so I guess I shouldn't bother and simply use Pandas which has a lot more features than all the other solutions anyway.
http://stackoverflow.com/a/30141358/288162
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