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Question

我试图学习适用于Python的Pandas库，然后遇到了“滚动窗口”的概念以进行时间序列分析。我从来都不是统计学的好学生，所以我有点迷茫。

请解释一下这个概念，最好使用一个简单的示例，也可能是一个代码片段。

Answer 1

演示：

设定：

In [11]: df = pd.DataFrame({'a':np.arange(10, 17)})

In [12]: df
Out[12]:
    a
0  10
1  11
2  12
3  13
4  14
5  15
6  16

2 rows窗口的滚动总和：

In [13]: df['a'].rolling(2).sum()
Out[13]:
0     NaN  # sum of the current and previous value: 10 + NaN = NaN
1    21.0  # sum of the current and previous value: 10 + 11
2    23.0  # sum of the current and previous value: 11 + 12
3    25.0  # ...
4    27.0
5    29.0
6    31.0
Name: a, dtype: float64

3 rows窗口的滚动总和：

In [14]: df['a'].rolling(3).sum()
Out[14]:
0     NaN  # sum of current value and two preceeding rows: 10 + NaN + Nan
1     NaN  # sum of current value and two preceeding rows: 10 + 11 + Nan
2    33.0  # sum of current value and two preceeding rows: 10 + 11 + 12
3    36.0  # ...
4    39.0
5    42.0
6    45.0
Name: a, dtype: float64