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For working on numerical data, Pandas provide few variants like rolling, expanding and exponentially moving weights for window statistics. Among these are sum, mean, median, variance, covariance, correlation, etc.
We will now learn how each of these can be applied on DataFrame objects.
.rolling() Function
This function can be applied on a series of data. Specify the window=n argument and apply the appropriate statistical function on top of it.
import pandas as pd
import numpy as np
df = pd.DataFrame(np.random.randn(10, 4),
index = pd.date_range(''1/1/2000'', periods=10),
columns = [''A'', ''B'', ''C'', ''D''])
print df.rolling(window=3).mean()
Its output is as follows −
A B C D
2000-01-01 NaN NaN NaN NaN
2000-01-02 NaN NaN NaN NaN
2000-01-03 0.434553 -0.667940 -1.051718 -0.826452
2000-01-04 0.628267 -0.047040 -0.287467 -0.161110
2000-01-05 0.398233 0.003517 0.099126 -0.405565
2000-01-06 0.641798 0.656184 -0.322728 0.428015
2000-01-07 0.188403 0.010913 -0.708645 0.160932
2000-01-08 0.188043 -0.253039 -0.818125 -0.108485
2000-01-09 0.682819 -0.606846 -0.178411 -0.404127
2000-01-10 0.688583 0.127786 0.513832 -1.067156
Note − Since the window size is 3, for first two elements there are nulls and from third the value will be the average of the n, n-1 and n-2 elements. Thus we can also apply various functions as mentioned above.
.expanding() Function
This function can be applied on a series of data. Specify the min_periods=n argument and apply the appropriate statistical function on top of it.
import pandas as pd
import numpy as np
df = pd.DataFrame(np.random.randn(10, 4),
index = pd.date_range(''1/1/2000'', periods=10),
columns = [''A'', ''B'', ''C'', ''D''])
print df.expanding(min_periods=3).mean()
Its output is as follows −
A B C D
2000-01-01 NaN NaN NaN NaN
2000-01-02 NaN NaN NaN NaN
2000-01-03 0.434553 -0.667940 -1.051718 -0.826452
2000-01-04 0.743328 -0.198015 -0.852462 -0.262547
2000-01-05 0.614776 -0.205649 -0.583641 -0.303254
2000-01-06 0.538175 -0.005878 -0.687223 -0.199219
2000-01-07 0.505503 -0.108475 -0.790826 -0.081056
2000-01-08 0.454751 -0.223420 -0.671572 -0.230215
2000-01-09 0.586390 -0.206201 -0.517619 -0.267521
2000-01-10 0.560427 -0.037597 -0.399429 -0.376886
.ewm() Function
ewm is applied on a series of data. Specify any of the com, span, halflife argument and apply the appropriate statistical function on top of it. It assigns the weights exponentially.
import pandas as pd
import numpy as np
df = pd.DataFrame(np.random.randn(10, 4),
index = pd.date_range(''1/1/2000'', periods=10),
columns = [''A'', ''B'', ''C'', ''D''])
print df.ewm(com=0.5).mean()
Its output is as follows −
A B C D
2000-01-01 1.088512 -0.650942 -2.547450 -0.566858
2000-01-02 0.865131 -0.453626 -1.137961 0.058747
2000-01-03 -0.132245 -0.807671 -0.308308 -1.491002
2000-01-04 1.084036 0.555444 -0.272119 0.480111
2000-01-05 0.425682 0.025511 0.239162 -0.153290
2000-01-06 0.245094 0.671373 -0.725025 0.163310
2000-01-07 0.288030 -0.259337 -1.183515 0.473191
2000-01-08 0.162317 -0.771884 -0.285564 -0.692001
2000-01-09 1.147156 -0.302900 0.380851 -0.607976
2000-01-10 0.600216 0.885614 0.569808 -1.110113
Window functions are majorly used in finding the trends within the data graphically by smoothing the curve. If there is lot of variation in the everyday data and a lot of data points are available, then taking the samples and plotting is one method and applying the window computations and plotting the graph on the results is another method. By these methods, we can smooth the curve or the trend.
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