rolling.ipynb

Kernel: Python 3

Rolling operators

Code examples from Think Complexity, 2nd edition.

Copyright 2019 Allen Downey, MIT License

%matplotlib inline

import numpy as np
import pandas as pd

Exercise: Write a Python function that takes a sequence and an integer k and computes the "rolling sum", which is sum of each subset of k consecutive elements. For example:

>>> t = [1, 2, 3, 4, 5]
>>> rolling_sum(t, 3)
[6, 9, 12]

You can use any language features you want: pure Python, NumPy, Pandas, or SciPy.

# Solution goes here

t = [1, 2, 3, 4, 5]
rolling_sum(t, 3)

Exercise: Rewrite the previous example using a list comprehension.

# Solution goes here

t = [1, 2, 3, 4, 5]
rolling_sum(t, 3)

Exercise: Write a version using np.correlate.

# Solution goes here

rolling_sum(t, 3)

Exercise: Write a version using scipy.signal.correlate.

from scipy.signal import correlate

# Solution goes here

rolling_sum(t, 3)

Exercise: Write a version using pd.Series.rolling().

s = pd.Series(t)

r = s.rolling(3)
r

r.sum().dropna()

r.sum().dropna().values

# Solution goes here

rolling_sum(t, 3)