June 2015
Beginner
348 pages
8h 44m
English
The moving average is easy enough to compute with a few loops and the mean() function, but NumPy has a better alternative—the convolve() function. The SMA is, after all, nothing more than a convolution with equal weights or, if you like, unweighted.
Convolution is a mathematical operation on two functions defined as the integral of the product of the two functions after one of the functions is reversed and shifted.

Convolution is described on Wikipedia at https://en.wikipedia.org/wiki/Convolution. Khan Academy also has a tutorial on convolution at https://www.khanacademy.org/math/differential-equations/laplace-transform/convolution-integral/v/introduction-to-the-convolution ...
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