Series.rolling(window, min_periods=None, freq=None, center=False, win_type=None, axis=0)
Provides rolling transformations.
New in version 0.18.0.
Parameters: |
window : int Size of the moving window. This is the number of observations used for calculating the statistic. min_periods : int, default None Minimum number of observations in window required to have a value (otherwise result is NA). freq : string or DateOffset object, optional (default None) (DEPRECATED) Frequency to conform the data to before computing the statistic. Specified as a frequency string or DateOffset object. center : boolean, default False Set the labels at the center of the window. win_type : string, default None prove a window type, see the notes below axis : int, default 0 |
---|---|
Returns: |
a Window sub-classed for the particular operation |
By default, the result is set to the right edge of the window. This can be changed to the center of the window by setting center=True
.
The freq
keyword is used to conform time series data to a specified frequency by resampling the data. This is done with the default parameters of resample()
(i.e. using the mean
).
The recognized window types are:
boxcar
triang
blackman
hamming
bartlett
parzen
bohman
blackmanharris
nuttall
barthann
kaiser
(needs beta)gaussian
(needs std)general_gaussian
(needs power, width)slepian
(needs width).
© 2011–2012 Lambda Foundry, Inc. and PyData Development Team
© 2008–2011 AQR Capital Management, LLC
© 2008–2014 the pandas development team
Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.18.1/generated/pandas.Series.rolling.html