I'm trying to perform rolling regression on a matrix with missing values and calculate residuals for each row. Specifically, I want to use a rolling window of length 3 where for each window, the ...

I'm working with a large Polars LazyFrame and computing rolling aggregations grouped by customer (Cusid). I need to find the "front" of the rolling window (last Tts_date) for each group to ...

I recently came across some behaviour in the way that some of the Polars rolling functions work that I don't understand. The problem seems to only present itself when there is a NaN (np.nan) as well ...

I'm developing a live trading bot in Python that fetches OHLCV data (e.g., 15m candles) and computes a large number of features—rolling indicators (VWAP/Volume-ADI,SMA/EMA/ATR/RSI), price action, ...

I moved a library for stock market analysis to the cloud and found strange performance with a key pandas function. It runs reasonably quickly on my low-performance Dell XPS laptop and exhibits ...

This may be similar to bottleneck.move_mean get different result for the same ndarray, but that 'question' was ill-posed and so attracted no answers. I have found that for a single array, bottleneck ...

I need help with this code, My purpose is to show multiple Message one after one, this one is working fine but I need several messages to be shown one after one, I tryied different Method but allways ...

The goal is to compute a rolling average over 5-minute windows using Polars, where: the window ends at each timestamp t the left edge of the window is not strict — if there are no values exactly at t ...

I have some data with a timestamp column t, an event category column cat, and a user_id column. cat can take n values, including value A. I want to select records which are followed (not necessarily ...

I am trying to write a function to compute the rolling Median Absolute Deviation (MAD) for outlier detection in a time series dataset. The goal is to: Detect outliers based on a rolling MAD algorithm ...

I have a dataset with daily data with the following structure (with many firms and for a very long time frame) in R: date month_id company_id value 2024-01-02 1 1 2 2024-...

I'd like to analyse time-series data along multiple rolling windows. As a first step, I'd like to extract the start and end-times of said windows. Sadly, using zoo:rollapply seems to be missing a ...

Suppose I have below dataset: date Value 01-Jul-24 37 01-Aug-24 76 01-Sep-24 25 01-Oct-24 85 01-Nov-24 27 01-Dec-24 28 And I want to aggregate by 3 months rolling:...

I need to group by multiple columns on a dataframe and calculate the rolling mean in the group. But the original index needs to be preserved. Simple python code below : data = {'values': [1,2,3,4,5,6,...

I have an Appointments table with the columns MemberID and DateOfConsultation. Each member may have more than 1 consultation, with the same or different dates. I want to get a rolling 3 month period, ...