CODEWITHSUNDEEP
pythonpandas
IordanouGiannis
IordanouGiannis

Reputation: 4357

How to not include last value using rolling in Pandas?

I am trying to get a rolling mean of the past x values. By looking at the documentation it seems that the rolling method includes the last value.

The above behavior can be seen in the following example from the documentation:

In [51]: ser = pd.Series(np.random.randn(10), index=pd.date_range('1/1/2000', periods=10))

In [52]: ser.rolling(window=5, win_type='triang').mean()
Out[52]: 
2000-01-01         NaN
2000-01-02         NaN
2000-01-03         NaN
2000-01-04         NaN
2000-01-05   -1.037870
2000-01-06   -0.767705
2000-01-07   -0.383197
2000-01-08   -0.395513
2000-01-09   -0.558440
2000-01-10   -0.672416
Freq: D, dtype: float64

In my specific case, using 5 for the window would take the mean from 2000-01-01 to 2000-01-05 and display it on 2000-01-06.

Below is a more representative example:

Team     1994    1995    1996    1997    1998    1999
Team 1     4        1      4       10      2       1
Team 2     2        5      1        2      1       4
Team 3     4        1      7        3      9       4

Taking the rolling mean for the past 3 seasons would like this:

Team    1994    1995    1996    1997    1998    1999
Team 1   Nan     Nan     Nan    3.00    5.00    5.33
Team 2   Nan     Nan     Nan    2.67    2.67    1.33
Team 3   Nan     Nan     Nan    4.00    3.67    6.33

Upvotes: 4

Views: 5506

Answers (1)

piRSquared
piRSquared

Reputation: 294586

If I understand you correctly, then:

ser.rolling(window=5, win_type='triang').mean().shift()

Should do it.

Per your comprehensive example

Setup dataframe

text = """Team     1994    1995    1996    1997    1998    1999
Team 1     4        1      4       10      2       1
Team 2     2        5      1        2      1       4
Team 3     4        1      7        3      9       4"""

df = pd.read_csv(StringIO(text), delimiter='\s{2,}', engine='python', index_col=0)

Solution

print df.T.rolling(3).mean().shift().T

        1994  1995  1996      1997      1998      1999
Team                                                  
Team 1   NaN   NaN   NaN  3.000000  5.000000  5.333333
Team 2   NaN   NaN   NaN  2.666667  2.666667  1.333333
Team 3   NaN   NaN   NaN  4.000000  3.666667  6.333333

Upvotes: 5

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