TimeRolling¶
A generic wrapper for performing time rolling computations.
This can be wrapped around any object which implements both an update
and a revert
method. Inputs to update
are stored in a queue. Elements of the queue are popped when they are too old.
Parameters¶
-
obj (river.utils.rolling.Rollable)
An object that implements both an
update
method and arolling
method. -
period (datetime.timedelta)
A duration of time, expressed as a
datetime.timedelta
.
Examples¶
For instance, here is how you can compute a rolling average over a period of 3 days:
>>> from river import stats, utils
>>> X = {
... dt.datetime(2019, 1, 1): 1,
... dt.datetime(2019, 1, 2): 5,
... dt.datetime(2019, 1, 3): 9,
... dt.datetime(2019, 1, 4): 13
... }
>>> rmean = utils.TimeRolling(stats.Mean(), period=dt.timedelta(days=3))
>>> for t, x in X.items():
... print(rmean.update(x, t=t).get())
1.0
3.0
5.0
9.0