Python Pandas: Calculate moving average within group

Question

I have a dataframe containing time series for 100 objects:

object  period  value  1       1       24 1       2       67 ... 1       1000    56 2       1       59 2       2       46 ... 2       1000    64 3       1       54 ... 100     1       451 100     2       153 ... 100     1000    21 

I want to calculate moving average with window 10 for the value column. I guess I have to do something like

df.groupby('object').apply(lambda ~calculate MA~)  

and then merge this Series to the original dataframe by object? Can't figure out exact commands

Answer 1

You can use rolling with transform:

df['moving'] = df.groupby('object')['value'].transform(lambda x: x.rolling(10, 1).mean()) 

The 1 in rolling is for minimum number of periods.