A rolling mean is simply the mean of a certain number of previous periods in a time series.
To calculate the rolling mean for one or more columns in a pandas DataFrame, we can use the following syntax:
df['column_name'].rolling(rolling_window).mean()
This tutorial provides several examples of how to use this function in practice.
Example: Calculate the Rolling Mean in Pandas
Suppose we have the following pandas DataFrame:
import numpy as np import pandas as pd #make this example reproducible np.random.seed(0) #create dataset period = np.arange(1, 101, 1) leads = np.random.uniform(1, 20, 100) sales = 60 + 2*period + np.random.normal(loc=0, scale=.5*period, size=100) df = pd.DataFrame({'period': period, 'leads': leads, 'sales': sales}) #view first 10 rows df.head(10) period leads sales 0 1 11.427457 61.417425 1 2 14.588598 64.900826 2 3 12.452504 66.698494 3 4 11.352780 64.927513 4 5 9.049441 73.720630 5 6 13.271988 77.687668 6 7 9.314157 78.125728 7 8 17.943687 75.280301 8 9 19.309592 73.181613 9 10 8.285389 85.272259
We can use the following syntax to create a new column that contains the rolling mean of ‘sales’ for the previous 5 periods:
#find rolling mean of previous 5 sales periods df['rolling_sales_5'] = df['sales'].rolling(5).mean() #view first 10 rows df.head(10) period leads sales rolling_sales_5 0 1 11.427457 61.417425 NaN 1 2 14.588598 64.900826 NaN 2 3 12.452504 66.698494 NaN 3 4 11.352780 64.927513 NaN 4 5 9.049441 73.720630 66.332978 5 6 13.271988 77.687668 69.587026 6 7 9.314157 78.125728 72.232007 7 8 17.943687 75.280301 73.948368 8 9 19.309592 73.181613 75.599188 9 10 8.285389 85.272259 77.909514
We can manually verify that the rolling mean sales displayed for period 5 is the mean of the previous 5 periods:
Rolling mean at period 5: (61.417+64.900+66.698+64.927+73.720)/5 = 66.33
We can use similar syntax to calculate the rolling mean of multiple columns:
#find rolling mean of previous 5 leads periods df['rolling_leads_5'] = df['leads'].rolling(5).mean() #find rolling mean of previous 5 leads periods df['rolling_sales_5'] = df['sales'].rolling(5).mean() #view first 10 rows df.head(10) period leads sales rolling_sales_5 rolling_leads_5 0 1 11.427457 61.417425 NaN NaN 1 2 14.588598 64.900826 NaN NaN 2 3 12.452504 66.698494 NaN NaN 3 4 11.352780 64.927513 NaN NaN 4 5 9.049441 73.720630 66.332978 11.774156 5 6 13.271988 77.687668 69.587026 12.143062 6 7 9.314157 78.125728 72.232007 11.088174 7 8 17.943687 75.280301 73.948368 12.186411 8 9 19.309592 73.181613 75.599188 13.777773 9 10 8.285389 85.272259 77.909514 13.624963
We can also create a quick line plot using Matplotlib to visualize the raw sales compared to the rolling mean of sales:
import matplotlib.pyplot as plt
plt.plot(df['rolling_sales_5'], label='Rolling Mean')
plt.plot(df['sales'], label='Raw Data')
plt.legend()
plt.ylabel('Sales')
plt.xlabel('Period')
plt.show()
The blue line displays the 5-period rolling mean of sales and the orange line displays the raw sales data.
Additional Resources
How to Calculate Rolling Correlation in Pandas
How to Calculate the Mean of Columns in Pandas