Rolling¶
A generic wrapper for performing 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 the window is full.
Parameters¶
-
obj
Type → Rollable
An object that implements both an
update
method and arolling
method. -
window_size
Type → int
Size of the window.
Attributes¶
- window_size
Examples¶
For instance, here is how you can compute a rolling average over a window of size 3:
from river import stats, utils
X = [1, 3, 5, 7]
rmean = utils.Rolling(stats.Mean(), window_size=3)
for x in X:
print(rmean.update(x).get())
1.0
2.0
3.0
5.0