API Reference
Rolling
module coreforecast.rolling
function rolling_mean
rolling_mean(
x: ndarray,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the rolling_mean of the input array.
Args:
x
(np.ndarray): Input array.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the rolling statistic
function rolling_std
rolling_std(
x: ndarray,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the rolling_std of the input array.
Args:
x
(np.ndarray): Input array.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the rolling statistic
function rolling_min
rolling_min(
x: ndarray,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the rolling_min of the input array.
Args:
x
(np.ndarray): Input array.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the rolling statistic
function rolling_max
rolling_max(
x: ndarray,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the rolling_max of the input array.
Args:
x
(np.ndarray): Input array.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the rolling statistic
function rolling_quantile
rolling_quantile(
x: ndarray,
p: float,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the rolling_quantile of the input array.
Args:
x
(np.ndarray): Input array.q
(float): Quantile to compute.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with rolling statistic
function seasonal_rolling_mean
seasonal_rolling_mean(
x: ndarray,
season_length: int,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the seasonal_rolling_mean of the input array
Args:
x
(np.ndarray): Input array.season_length
(int): The length of the seasonal period.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the seasonal rolling statistic
function seasonal_rolling_std
seasonal_rolling_std(
x: ndarray,
season_length: int,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the seasonal_rolling_std of the input array
Args:
x
(np.ndarray): Input array.season_length
(int): The length of the seasonal period.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the seasonal rolling statistic
function seasonal_rolling_min
seasonal_rolling_min(
x: ndarray,
season_length: int,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the seasonal_rolling_min of the input array
Args:
x
(np.ndarray): Input array.season_length
(int): The length of the seasonal period.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the seasonal rolling statistic
function seasonal_rolling_max
seasonal_rolling_max(
x: ndarray,
season_length: int,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the seasonal_rolling_max of the input array
Args:
x
(np.ndarray): Input array.season_length
(int): The length of the seasonal period.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with the seasonal rolling statistic
function seasonal_rolling_quantile
seasonal_rolling_quantile(
x: ndarray,
p: float,
season_length: int,
window_size: int,
min_samples: Optional[int] = None
) → ndarray
Compute the seasonal_rolling_quantile of the input array.
Args:
x
(np.ndarray): Input array.q
(float): Quantile to compute.season_length
(int): The length of the seasonal period.window_size
(int): The size of the rolling window.min_samples
(int, optional): The minimum number of samples required to compute the statistic. If None, it is set towindow_size
.
Returns:
np.ndarray
: Array with rolling statistic
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