gistfile1.cs

IObservable<double> MovingAvg(IObservable<double> targetStream, int windowSize)
{
  return targetStream.Zip(
    targetStream.Skip(windowSize)
    .StartWith(Enumerable.Repeat(0.0, windowSize)),
    (l, r) => Tuple.Create(r, l))
  .Scan(0.0, (ago, next) => { return ago - next.Item1 + next.Item2; })
  .Skip(windowSize)
  .Select(x => x / windowSize)
  ;
}