[scikit-learn] Moving average transformer

[jt cunni]

First off, I have never contributed to anything before so please have
patience with me.  I am a data scientist and I have been working with doing
some feature engineering on one of my datasets.  In my code, I have a
pipeline of several transformers and an estimator.  I use my pipeline
and randomizedsearchcv to tune my hyper-parameters and my transformer
settings. Pretty standard stuff.  One thing I was doing was creating a
feature that was a moving average of another feature. In a basic example,
imagine I want to predict if a team is going to win a baseball game.  I
create a feature that is the moving average of the last N games of runs
scored per game (this is the window size of the moving average).  Not
knowing what the best window size for the moving average, I created a
custom transformer that could be put in a pipeline to find the window size
that provides the most lift.  Is there any interest for this type of
contribution? If so, what unittests or anything else do I need to provide?



Thanks,

Jeremy
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