给定一个时间序列,如何创建某个间隔的滚动窗口,使其以相同的间隔开始,而不是从大小1开始扩展。如下所示:
import pandas as pd
from datetime import timedelta
# 'per' x 1 minute (1T) intervals
per = 10
d = pd.DataFrame(
{'a': list(range(per))},
index=pd.date_range('2021-05-01T0000', freq='1T', periods=per))
# create a rolling 5 minute window and get its length
w = d.rolling(timedelta(minutes=5))
for wi in w:
print(len(wi))
# Output (window lengths):
# Window starts with length 1 and iterates until it expands
# to desired size:
#1
#2
#3
#4
#5 < I only want windows starting here
#5
#5
#5
#5
如何使用指定的窗口大小启动窗口?
发布于 2021-05-05 05:16:16
也许一个“变通办法”:你可以使用itertools.dropwhile
来过滤长度小于5的窗口:
from itertools import dropwhile
w = dropwhile(lambda w: len(w) < 5, d.rolling(timedelta(minutes=5)))
for wi in w:
print(len(wi))
打印:
5
5
5
5
5
5
https://stackoverflow.com/questions/67391699
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