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Sorry not sending pull request as I am not sure I am correct. But I tried returning the slice suggested and had different output length. I am not sure of the math and how numpy.convolve works but my correction seems to pull the "middle" slice. E.g,. for window_len = 5 my suggested slice omits first two and last two elements.
NOTE: length(output) != length(input), to correct this: return y[(window_len/2-1):-(window_len/2)] instead of just y.
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NOTE: length(output) != length(input), to correct this: return y[(window_len/2):-(window_len/2)] instead of just y.
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