pandas rolling window mean in the future

问题

I would like to use the pandas rolling function

https://pandas.pydata.org/pandas-docs/version/0.22/generated/pandas.DataFrame.rolling.html

on a pandas dataframe with datetime to aggregate future values. It looks it can be done only in the past, is this exact?

Thanks!

回答1:

IIUC, you can use shift to move you calculation back in time.

df = pd.DataFrame({'Data':np.arange(0,11,1)},index=pd.date_range('2018-07-23',periods=11))

df['rolling'] = df.rolling('2D').mean().shift(-1)

print(df)

Output:

            Data  rolling
2018-07-23     0      0.5
2018-07-24     1      1.5
2018-07-25     2      2.5
2018-07-26     3      3.5
2018-07-27     4      4.5
2018-07-28     5      5.5
2018-07-29     6      6.5
2018-07-30     7      7.5
2018-07-31     8      8.5
2018-08-01     9      9.5
2018-08-02    10      NaN

来源：https://stackoverflow.com/questions/51487017/pandas-rolling-window-mean-in-the-future