sum

sum_(x, w=Window(w=None, r=0))[source]

Rolling sum of series over given window

Parameters
  • x (Series) – series: timeseries

  • w (Union[Window, int]) – Window or int: number of observations and ramp up to use. e.g. Window(22, 10) where 22 is the window size

and 10 the ramp up value. Window size defaults to length of series. :rtype: Series :return: timeseries of rolling sum

Usage

Calculate the sum of observations over a given rolling window. For each time, \(t\), returns the value of all observations from \(t-w+1\) to \(t\) summed together:

\(R_t = \sum_{i=t-w+1}^{t} X_i\)

where \(w\) is the size of the rolling window. If window is not provided, computes sum over the full series

Examples

Generate price series and compute rolling sum over \(22\) observations

>>> prices = generate_series(100)
>>> sum_(prices, 22)

See also

product()