pandas - Pandas "expanding window"函数是什么？

Question

Pandas 文档列出了一堆“扩展窗口函数”:

http://pandas.pydata.org/pandas-docs/version/0.17.0/api.html#standard-expanding-window-functions

但我无法从文档中弄清楚他们做了什么。

Answer 1

您可能想阅读 this Pandas docs :

A common alternative to rolling statistics is to use an expanding window, which yields the value of the statistic with all the data available up to that point in time.

These follow a similar interface to .rolling, with the .expanding method returning an Expanding object.

As these calculations are a special case of rolling statistics, they are implemented in pandas such that the following two calls are equivalent:

In [96]: df.rolling(window=len(df), min_periods=1).mean()[:5]
Out[96]: 
                   A         B         C         D
2000-01-01  0.314226 -0.001675  0.071823  0.892566
2000-01-02  0.654522 -0.171495  0.179278  0.853361
2000-01-03  0.708733 -0.064489 -0.238271  1.371111
2000-01-04  0.987613  0.163472 -0.919693  1.566485
2000-01-05  1.426971  0.288267 -1.358877  1.808650

In [97]: df.expanding(min_periods=1).mean()[:5]
Out[97]: 
                   A         B         C         D
2000-01-01  0.314226 -0.001675  0.071823  0.892566
2000-01-02  0.654522 -0.171495  0.179278  0.853361
2000-01-03  0.708733 -0.064489 -0.238271  1.371111
2000-01-04  0.987613  0.163472 -0.919693  1.566485
2000-01-05  1.426971  0.288267 -1.358877  1.808650