Pandas Window¶
Standard moving window functions¶
- Rolling.count
The rolling count of any non-NaN observations inside the window.
- Rolling.sum
Calculate rolling sum of given DataFrame or Series.
- Rolling.mean
Calculate the rolling mean of the values.
- Rolling.median
Calculate the rolling median.
- Rolling.var
Calculate unbiased rolling variance.
- Rolling.std
Calculate rolling standard deviation.
- Rolling.min
Calculate the rolling minimum.
- Rolling.max
Calculate the rolling maximum.
- Rolling.corr
Calculate rolling correlation.
- Rolling.cov
Calculate the rolling sample covariance.
- Rolling.skew
Unbiased rolling skewness.
- Rolling.kurt
Calculate unbiased rolling kurtosis.
- Rolling.apply
The rolling function’s apply function.
- Rolling.aggregate
Aggregate using one or more operations over the specified axis.
Unsupported by Intel SDC.
- Rolling.quantile
Calculate the rolling quantile.
- Window.mean
Calculate the window mean of the values.
Unsupported by Intel SDC.
- Window.sum
Calculate window sum of given DataFrame or Series.
Unsupported by Intel SDC.
Standard expanding window functions¶
- Expanding.count
The expanding count of any non-NaN observations inside the window.
Unsupported by Intel SDC.
- Expanding.sum
Calculate expanding sum of given DataFrame or Series.
Unsupported by Intel SDC.
- Expanding.mean
Calculate the expanding mean of the values.
Unsupported by Intel SDC.
- Expanding.median
Calculate the expanding median.
Unsupported by Intel SDC.
- Expanding.var
Calculate unbiased expanding variance.
Unsupported by Intel SDC.
- Expanding.std
Calculate expanding standard deviation.
Unsupported by Intel SDC.
- Expanding.min
Calculate the expanding minimum.
Unsupported by Intel SDC.
- Expanding.max
Calculate the expanding maximum.
Unsupported by Intel SDC.
- Expanding.corr
Calculate expanding correlation.
Unsupported by Intel SDC.
- Expanding.cov
Calculate the expanding sample covariance.
Unsupported by Intel SDC.
- Expanding.skew
Unbiased expanding skewness.
Unsupported by Intel SDC.
- Expanding.kurt
Calculate unbiased expanding kurtosis.
Unsupported by Intel SDC.
- Expanding.apply
The expanding function’s apply function.
Unsupported by Intel SDC.
- Expanding.aggregate
Aggregate using one or more operations over the specified axis.
Unsupported by Intel SDC.
- Expanding.quantile
Calculate the expanding quantile.
Unsupported by Intel SDC.
Exponentially-weighted moving window functions¶
- EWM.mean
Exponential weighted moving average.
Unsupported by Intel SDC.
- EWM.std
Exponential weighted moving stddev.
Unsupported by Intel SDC.
- EWM.var
Exponential weighted moving variance.
Unsupported by Intel SDC.
- EWM.corr
Exponential weighted sample correlation.
Unsupported by Intel SDC.
- EWM.cov
Exponential weighted sample covariance.
Unsupported by Intel SDC.