python - Rolling Window In Pandas - Explanation -

i trying learn pandas library python, , came across concept of "rolling window" time-series analysis. have never been student of statistics, bit lost.

please explain concept, preferably using simple example, , maybe code snippet.

demo:

setup:

in [11]: df = pd.dataframe({'a':np.arange(10, 17)})  in [12]: df out[12]:     0  10 1  11 2  12 3  13 4  14 5  15 6  16 

rolling sum 2 rows window:

in [13]: df['a'].rolling(2).sum() out[13]: 0     nan  # sum of current , previous value: 10 + nan = nan 1    21.0  # sum of current , previous value: 10 + 11 2    23.0  # sum of current , previous value: 11 + 12 3    25.0  # ... 4    27.0 5    29.0 6    31.0 name: a, dtype: float64 

rolling sum 3 rows window:

in [14]: df['a'].rolling(3).sum() out[14]: 0     nan  # sum of current value , 2 preceeding rows: 10 + nan + nan 1     nan  # sum of current value , 2 preceeding rows: 10 + 11 + nan 2    33.0  # sum of current value , 2 preceeding rows: 10 + 11 + 12 3    36.0  # ... 4    39.0 5    42.0 6    45.0 name: a, dtype: float64