lisa.datautils.series_rolling_apply#

lisa.datautils.series_rolling_apply(series, func, window, window_float_index=True, center=False)[source]#

Apply a function on a rolling window of a series.

Returns:

The series of results of the function.

Parameters:

series (pandas.Series) – Series to act on.
func (collections.abc.Callable) – Function to apply on each window. It must take a pandas.Series as only parameter and return one value.
window (float) – Rolling window width in seconds.
center (bool) – Label values generated by func with the center of the window, rather than the highest index in it.
window_float_index (bool) – If True, the series passed to func will be of type pandas.Index (float64), in nanoseconds. Disabling is recommended if the index is not used by func since it will remove the need for a conversion.