Pandas Moving Window Over Rows

Is there a way to apply a function over a moving window centered around the current row?, for example: >>> df = pd.DataFrame({'A': {0: 'a', 1: 'b', 2: 'c'}, ...

Solution 1:

It looks like you just want a rolling mean, with a centred window of 3. For example:

>>>df["D"] = pd.rolling_mean(df["C"], window=3, center=True, min_periods=2)>>>df
   A  B  C  D
0  a  1  2  3
1  b  3  4  4
2  c  5  6  5

Solution 2:

Updated answer: pd.rolling_mean was deprecated in 0.18 and is no longer available as of pandas=0.23.4.

Window functions are now methods

Window functions have been refactored to be methods on Series/DataFrame objects, rather than top-level functions, which are now deprecated. This allows these window-type functions, to have a similar API to that of .groupby.

It either needs to be called on the dataframe:

In [55]: df['D'] = df['C'].rolling(window=3, center=True, min_periods=2).mean()

In [56]: df
Out[56]:
   A  B  C    D
0  a  1  2  3.0
1  b  3  4  4.0
2  c  5  6  5.0

Or from pandas.core.window.Rolling:

In [57]: df['D'] = pd.core.window.Rolling(df['C'], window=3, center=True, min_periods=2).mean()

In [58]: df
Out[58]:
   A  B  C    D
0  a  1  2  3.0
1  b  3  4  4.0
2  c  5  6  5.0