Window¶
Rolling objects are returned by .rolling
calls: pandas.DataFrame.rolling()
, pandas.Series.rolling()
, etc.
Expanding objects are returned by .expanding
calls: pandas.DataFrame.expanding()
, pandas.Series.expanding()
, etc.
EWM objects are returned by .ewm
calls: pandas.DataFrame.ewm()
, pandas.Series.ewm()
, etc.
Standard moving window functions¶
|
The rolling count of any non-NaN observations inside the window. |
|
Calculate rolling sum of given DataFrame or Series. |
|
Calculate the rolling mean of the values. |
|
Calculate the rolling median. |
|
Calculate unbiased rolling variance. |
|
Calculate rolling standard deviation. |
|
Calculate the rolling minimum. |
|
Calculate the rolling maximum. |
|
Calculate rolling correlation. |
|
Calculate the rolling sample covariance. |
|
Unbiased rolling skewness. |
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Calculate unbiased rolling kurtosis. |
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The rolling function’s apply function. |
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Aggregate using one or more operations over the specified axis. |
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Calculate the rolling quantile. |
|
Calculate the window mean of the values. |
|
Calculate window sum of given DataFrame or Series. |
|
Calculate unbiased window variance. |
|
Calculate window standard deviation. |
Standard expanding window functions¶
|
The expanding count of any non-NaN observations inside the window. |
|
Calculate expanding sum of given DataFrame or Series. |
|
Calculate the expanding mean of the values. |
|
Calculate the expanding median. |
|
Calculate unbiased expanding variance. |
|
Calculate expanding standard deviation. |
|
Calculate the expanding minimum. |
|
Calculate the expanding maximum. |
|
Calculate expanding correlation. |
|
Calculate the expanding sample covariance. |
|
Unbiased expanding skewness. |
|
Calculate unbiased expanding kurtosis. |
|
The expanding function’s apply function. |
|
Aggregate using one or more operations over the specified axis. |
|
Calculate the expanding quantile. |
Exponentially-weighted moving window functions¶
|
Exponential weighted moving average. |
|
Exponential weighted moving stddev. |
|
Exponential weighted moving variance. |
|
Exponential weighted sample correlation. |
|
Exponential weighted sample covariance. |
Window Indexer¶
Base class for defining custom window boundaries.
|
Base class for window bounds calculations |