INNER CODE UNIT · Python

moving_avg_std

matrix-profile-foundation/matrixprofile · matrixprofile/core.py:318

def moving_avg_std(a, window=3):
    """
    Computes the moving avg and std. over an array given a window size.

    Parameters
    ----------
    a : array_like
        The array to compute the moving std. on.
    window : int
        The window size.

    Returns
    -------
    The moving avg and std. over the array as a tuple.
    (avg, std)
    """
    a = a.astype('d')
    mu, sig = cycore.moving_avg_std(a, window)

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