Questions tagged [rolling-average]
104 questions
0
votes
2 answers
pandas rolling average with a rolling mask / excluding entries
I have a pandas dataframe with a time index like this
import pandas as pd
import numpy as np
idx = pd.date_range(start='2000',end='2001')
df = pd.DataFrame(np.random.normal(size=(len(idx),2)),index=idx)
which looks like this:
0 …
stan
- 45
- 4
0
votes
1 answer
pandas apply with different arg for each column/row
Assume I have a M (rows) by N (columns) dataFrame
df = pandas.DataFrame([...])
and a vector of length N
windows = [1,2,..., N]
I would like to apply a moving average function to each column in df, but would like the moving average to have…
Michael
- 7,087
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- 81
0
votes
1 answer
How to set the 5 minutes rolling mean window to re-sample data with Pandas Python
How can I set the 5 minutes window size to re-sample the data through the rolling mean? I tried different ways but I always get error about the DateTimeIndex, even my data has Index as DateTimeIndex..
Any one knows the right way to do it??
Data
…
id101112
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0
votes
1 answer
Rolling cumulative product between dates
I have data (dataframe called returns) that looks like this
DATE TICKER RETURN_DATA
2010-01-01 xxx 0.05
2010-01-01 yyy 0.01
2010-01-02 xxx 0.02
2010-01-02 yyy 0.08
.....
2010-01-29 xxx …
ThatQuantDude
- 759
- 1
- 9
- 26
-1
votes
1 answer
3 days moving average in excel
I am trying to calculate the 3-day moving average in excel. And I want excel to not calculate the moving average if any one day (out of 3 days of daily precipitation data) contains a zero value. Can anyone help and guide thank's
Farhan
- 3
- 1
-1
votes
1 answer
Get last 3 month average on daily data in SQL
I have a sales dataset where I need to calculate last 3 month sales average for each product entry.
This is what it is supposed to look like. So for a September entry for a given store, sales rep, product combination , L3M should be Sales of (June +…
jen
- 11
- 2
-1
votes
1 answer
How to create rolling/moving average in ACCESS QUERY for the last 7 days,30 days Accumulative Avg?
My query name:
Total Daily Orders Summary
My Input [2 columns]:
business_date,# Daily Orders
I need these 3 columns as calculated output:
Orders# (7 days) Average, Orders# (30 Days) Average ,Orders# (Acuum Average) [i.e.from day one to date]
I have…
-1
votes
1 answer
How to get Hourly average of Occurrences of event using TimeStamp/Date List in Scala
Sample Data for Timestamp
2018-04-07 07:07:17
2018-04-07 07:32:27
2018-04-07 08:36:44
2018-04-07 08:38:00
2018-04-07 08:39:29
2018-04-08 01:43:08
2018-04-08 01:43:55
2018-04-09 07:52:31
2018-04-09 07:52:42
2019-01-24 11:52:31
2019-01-24…
Amar Kumar
- 77
- 6
-1
votes
1 answer
Calculate and store average for following table in SQL Server
I am trying to calculate average of P value in following table as per month in per_date column grouped by qu_def column.
and store it as follows in a SQL Server table:
V_immo
- 31
- 1
- 7
-1
votes
1 answer
3 month rolling Avg
Question: need help with query to show as a 3-month rolling average
This is what I currently have
SELECT
Date,
month(date) AS[Month],
year(date) AS[Year],
AVG(ALL Amount) OVER (PARTITION BY Date ORDER BY Date ASC) AS Average
FROM
…
Alicia Chavez
- 1
- 1
- 3
-1
votes
1 answer
How to calculate time varying historical mean with Stata
How can I calculate the mean of X using an expanding window with at least four observations?
Here is a numeric example:
clear
input…
Macrina
- 25
- 8
-1
votes
1 answer
SQL Server rolling average
select
Date, [Close],
avg([close]) over (order by date asc rows 4 preceding) as MA10
from
dbo.APPL
This query returns the rolling 4 day average of stock prices. However I want to show the values as NULL if preceding days are fewer than…
Tony
- 121
- 1
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-2
votes
1 answer
Calculate rolling average for all columns pandas
I have the below dataframe:
df = pd.DataFrame({'a': [2.85,3.11,3.3,3.275,np.NaN,4.21], 'b': [3.65,3.825,3.475,np.NaN,4.10,2.73],
'c': [4.3,3.08,np.NaN,2.40, 3.33, 2.48]}, index=pd.date_range('2019-01-01', periods=6,
…
Rajat
- 111
- 13
-3
votes
2 answers
Rolling Average for last 3 years for same week number Python Pandas
I am finding average of the same weeks whenever there is data available for example 201932, using the average of the data from 201632, 201732 and 201832. Example : 2019 is year and 32 is week number
vij
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