questions related to the rolling method of pandas DataFrame and pandas Series objects
rolling method provides rolling window calculations.
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Questions tagged [pandas-rolling]
23 questions
0
votes
1 answer
How to lookup the previous occurrence of a row's ID in another column, and get that previous occurrence row's value?
I have a large pandas dataframe of ~2million rows. Columns A and B are both ID columns, where ID==1 in Column A is the same ID entity as ID==1 in column B. Column C is the target value column.
Is there an efficient way, using pandas' native…
Mark
- 15
- 4
0
votes
1 answer
How to apply a rolling window mean with group by filter in Pandas
I have the following data frame:
product_id
year
sales
freq
1
2023
100
2
1
2022
200
3
2
2023
10
2
3
2022
600
3
I want to add another column that calculates and adds mean values to the data frame based on the following formula.
if…
Parth
- 35
- 8
0
votes
1 answer
Speed up groupby rolling apply utilising multiple columns
I'm trying to create a Brier Score for a grouped rolling window. As the function that calculates the Brier Score utilises multiple columns in the grouped rolling window I've had to use the answer here as the basis for a rather hacky solution:
import…
Jossy
- 589
- 2
- 12
- 36
0
votes
1 answer
How to get correlation from fixed series and rolling dataframe
Can someone help me? I want to run correlation with fixed Series in df and rolling DataFrame in df1. Desired result should be all 1 from index 1 to 6 but I got NaN.
df = pd.Series([2,3,4])
df1 = pd.DataFrame({'A':[1,2,3,4,5,6,7],
…
stvlam22
- 63
- 7
0
votes
1 answer
Pandas rolling function bug?
I have the following few samples of data:
close
date
2018-11-13 192.23
2018-11-12 194.17
2018-11-09 204.47
2018-11-08 208.49
2018-11-07 209.95
2018-11-06 203.77
2018-11-05 201.59
2018-11-02 207.48
2018-11-01 222.22
2018-10-31 …
Ivan
- 7,448
- 14
- 69
- 134
0
votes
0 answers
Moving average with adaptive window size
I have a DataFrame df with two columns x and y which I would like to plot as a line plot as follows:
import matplotlib.pyplot as plt
import seaborn as sns
fig = plt.figure(figsize=(9, 7))
ax = plt.subplot(111)
df = df.groupby(x,…
machinery
- 5,972
- 12
- 67
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0
votes
0 answers
Applying rolling function return no value pandas
I have a data frame temps that looks like this
And I am trying to apply a shift of 1 and then a rolling function with window 2 and finally taking the mean of the rolling data frame, see below code for reference,
shifted = temps.shift(1)
window =…
NJ1
- 67
- 1
- 8
0
votes
1 answer
Workaround for pct_change not working with .rolling() in Pandas?
I have a dataframe that is over 2mm rows. It has the adjusted closing prices for all of the stocks in the S&P 500 over the past 20 years (so, a mixture of companies/tickers). The bottom section is a snapshot of my dataframe. I will be putting…
Jim
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