Smoothing time series data quickly in Python

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How can you quickly smooth your time series data?
Panda's series data has a function called rolling. In the video, we select a rolling window of 10 values and apply the mean operation. That means the function will average every ten consecutive values to replace the tenth value. The rolling function with the mean operation acts as a moving average of the given window size. One thing to remember is that the smoothed data will have window size -1 missing elements at the beginning of the resultant series.

Here is a video that explains smoothing with Exponential Weighted Moving (EWM) Average. The EWM method does not have any missing values in the smoothed time series.

Dr. Shahriar Hossain
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