窗口函数

1> .rolling()

窗口大小为 3(window =3),前两个元素为空值,第三个元素的值将是 n、n-1 和 n-2的平均值

df = pd.DataFrame(np.random.randn(6,4), index = pd.date_range('1/1/2019', periods = 6),columns = ["A","B","C","D"])
print(df.rolling(window = 3).mean())

# 输出结果:
#                     A         B         C         D
#  2019-01-01       NaN       NaN       NaN       NaN
#  2019-01-02       NaN       NaN       NaN       NaN
#  2019-01-03  0.072978 -0.753012 -0.487314 -0.277947
#  2019-01-04  0.331262 -0.712388  0.180235 -0.590583
#  2019-01-05 -0.144206 -0.212299  0.747848 -0.317840
#  2019-01-06  0.282850 -0.323884  0.211030 -0.537672

2> .expanding()

df = pd.DataFrame(np.random.randn(6,4), index = pd.date_range('1/1/2019', periods = 6),columns = ["A","B","C","D"])
print(df.expanding(min_periods = 3).mean())

# 输出结果:
#                     A         B         C         D
#  2019-01-01       NaN       NaN       NaN       NaN
#  2019-01-02       NaN       NaN       NaN       NaN
#  2019-01-03  0.114572 -0.861737 -0.218539 -0.952817
#  2019-01-04 -0.010718 -0.461201 -0.221809 -0.606481
#  2019-01-05  0.148026 -0.327737 -0.073037 -0.249463
#  2019-01-06 -0.043465 -0.120323 -0.139035  0.033663