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Rolling

A generic wrapper for performing rolling computations.

This can be wrapped around any class whose instances implement both an update and a revert method. The wrapped class is instantiated internally; any extra keyword arguments are forwarded to its constructor. Inputs to update are stored in a queue, and elements of the queue are popped when the window is full.

Parameters

  • cls

    Type → type[_T] | _T

    A class whose instances implement update and revert. Passing a pre-built instance is deprecated and will be removed in a future release.

  • 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:
    rmean.update(x)
    print(rmean.get())

1.0
2.0
3.0
5.0

Constructor arguments for the wrapped class are passed as keyword arguments:

rvar = utils.Rolling(stats.Var, window_size=3, ddof=0)

Methods

update