Time-Based Moving#
For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are larger than Xi. |
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For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are smaller than Xi. |
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Return the first element of X in a sliding window. |
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Return the number of non-null values of X in a sliding window. |
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Calculate the moving covariance of X and Y in a sliding window. |
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Calculate the correlation of X and Y in a sliding window. |
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Calculate the moving kurtosis of X in a sliding window. |
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Return the last element of X in a sliding window. |
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Calculate the moving maximum of X in a sliding window. |
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Calculate the moving median of X in a sliding window. |
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Calculate the moving minimum of X in a sliding window. |
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Return the percentile rank of each element of X in a sliding window. |
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Calculate the moving product of X in a sliding window. |
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Return the rank of each element of X in a sliding window. |
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Calculate the moving skewness of X in a sliding window. |
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Calculate the standard deviation of X in a sliding window. |
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Calculate the population standard deviation of X in a sliding window. |
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Calculate the moving sum of X in a sliding window. |
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Calculate the moving sum of squares of all elements of X in a sliding window. |
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Calculate the moving variance of X in a sliding window. |
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Calculate the moving population variance of X in a sliding window. |
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Calculate the moving average of X with Y as weights in a sliding window. |
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Calculate the moving sum of X with Y as weights in a sliding window. |
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Calculate the coefficient estimate of an ordinary-least-squares regression of Y on X in a sliding window. |