Visualization of a moving average

moving_average_vis.py

from __future__ import division
import pylab
import numpy as np
"""
This script visualizes a trend in linear-like-shaped data
generated with random noise.
"""


# generate linear like function (with noise)
x = np.arange(100)
delta = np.random.uniform(-10,10, size=(100,))
y = .4 * x +3 + delta

def movingaverage(interval, window_size):
    window= np.ones(int(window_size))/float(window_size)
    return np.convolve(interval, window, 'same')

pylab.plot(x,y,"k.")
y_av_5 = movingaverage(y, 2)
y_av_20 = movingaverage(y, 10)

pylab.plot(x, y_av_5,"--", label=r"$n=20$")
pylab.plot(x, y_av_20, label=r"$n=20$")

pylab.legend(loc='upper left')
pylab.xlim(0,100)
pylab.xlabel("time")
pylab.ylabel("data")
#pylab.grid(True)
pylab.show()