RollingQuantile
_RollingBase
Rolling statistic
RollingMax
Bases: _RollingBase
Rolling statistic
RollingMin
Bases: _RollingBase
Rolling statistic
RollingStd
Bases: _RollingBase
Rolling statistic
RollingMean
Bases: _RollingBase
Rolling statistic
SeasonalRollingQuantile
_Seasonal_RollingBase
Rolling statistic over seasonal periods
SeasonalRollingMax
Bases: _Seasonal_RollingBase
Rolling statistic over seasonal periods
SeasonalRollingMin
Bases: _Seasonal_RollingBase
Rolling statistic over seasonal periods
SeasonalRollingStd
Bases: _Seasonal_RollingBase
Rolling statistic over seasonal periods
SeasonalRollingMean
Bases: _Seasonal_RollingBase
Rolling statistic over seasonal periods
ExpandingQuantile
_ExpandingBase
Expanding statistic
ExpandingMax
Bases: _ExpandingBase
Expanding statistic
ExpandingMin
Bases: _ExpandingBase
Expanding statistic
ExpandingStd
Bases: _ExpandingBase
Expanding statistic
ExpandingMean
Bases: _ExpandingBase
Expanding statistic
ExponentiallyWeightedMean
_BaseLagTransform
Exponentially weighted average
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
alpha | float | Smoothing factor. | required |
Offset
_BaseLagTransform
Shift series before computing transformation
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
tfm | LagTransform | Transformation to be applied | required |
n | int | Number of positions to shift (lag) series before applying the transformation | required |
Combine
_BaseLagTransform
Combine two lag transformations using an operator
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
tfm1 | LagTransform | First transformation. | required |
tfm2 | LagTransform | Second transformation. | required |
operator | callable | Binary operator that defines how to combine the two transformations. | required |