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module coreforecast.rolling


function rolling_mean

Compute the rolling_mean of the input array. Args:
  • x (np.ndarray): Input array.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the rolling statistic

function rolling_std

Compute the rolling_std of the input array. Args:
  • x (np.ndarray): Input array.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the rolling statistic

function rolling_min

Compute the rolling_min of the input array. Args:
  • x (np.ndarray): Input array.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the rolling statistic

function rolling_max

Compute the rolling_max of the input array. Args:
  • x (np.ndarray): Input array.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the rolling statistic

function rolling_quantile

Compute the rolling_quantile of the input array. Args:
  • x (np.ndarray): Input array.
  • q (float): Quantile to compute.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with rolling statistic

function seasonal_rolling_mean

Compute the seasonal_rolling_mean of the input array Args:
  • x (np.ndarray): Input array.
  • season_length (int): The length of the seasonal period.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the seasonal rolling statistic

function seasonal_rolling_std

Compute the seasonal_rolling_std of the input array Args:
  • x (np.ndarray): Input array.
  • season_length (int): The length of the seasonal period.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the seasonal rolling statistic

function seasonal_rolling_min

Compute the seasonal_rolling_min of the input array Args:
  • x (np.ndarray): Input array.
  • season_length (int): The length of the seasonal period.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the seasonal rolling statistic

function seasonal_rolling_max

Compute the seasonal_rolling_max of the input array Args:
  • x (np.ndarray): Input array.
  • season_length (int): The length of the seasonal period.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with the seasonal rolling statistic

function seasonal_rolling_quantile

Compute the seasonal_rolling_quantile of the input array. Args:
  • x (np.ndarray): Input array.
  • q (float): Quantile to compute.
  • season_length (int): The length of the seasonal period.
  • window_size (int): The size of the rolling window.
  • min_samples (int, optional): The minimum number of samples required to compute the statistic. If None, it is set to window_size.
Returns:
  • np.ndarray: Array with rolling statistic

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