六、移动窗口函数
移动窗口和指数加权函数类别如↓:
rolling_mean 移动窗口的均值
pandas.rolling_mean(arg, window, min_periods=None, freq=None, center=False, how=None, **kwargs)
rolling_median 移动窗口的中位数
pandas.rolling_median(arg, window, min_periods=None, freq=None, center=False, how='median', **kwargs)
rolling_var 移动窗口的方差
pandas.rolling_var(arg, window, min_periods=None, freq=None, center=False, how=None, **kwargs)
rolling_std 移动窗口的标准差
pandas.rolling_std(arg, window, min_periods=None, freq=None, center=False, how=None, **kwargs)
rolling_min 移动窗口的最小值
pandas.rolling_min(arg, window, min_periods=None, freq=None, center=False, how='min', **kwargs)
rolling_max 移动窗口的最大值
pandas.rolling_min(arg, window, min_periods=None, freq=None, center=False, how='min', **kwargs)
rolling_corr 移动窗口的相关系数
pandas.rolling_corr(arg1, arg2=None, window=None, min_periods=None, freq=None, center=False, pairwise=None, how=None)
rolling_corr_pairwise 配对数据的相关系数
等价于: rolling_corr(…, pairwise=True)
pandas.rolling_corr_pairwise(df1, df2=None, window=None, min_p