Cumulative Operations & Moving Windows
Intermediate
Implement running and windowed statistics for a 1D series without a Python loop over positions. running_total is the cumulative sum, cumulative_max the running maximum, consecutive_differences the change between neighbours, percent_change the relative change from each value to the next (with NaN where the previous value is 0), and moving_average the mean of every window of w consecutive values, computed with the cumulative-sum trick so that the cost does not grow with w.
Keywords
numpy-core
Python
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