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
Type → Rollable
An object that implements both an
update
method and arolling
method. -
period
Type → dt.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():
rmean.update(x, t=t)
print(rmean.get())
1.0
3.0
5.0
9.0