Python rolling_weighted_std示例

示例#1

 def forward(self, tensor_x, tensor_y):
     if tensor_x.dim() < tensor_y.dim():
         tensor_x = tensor_x.expand_as(tensor_y)
     residual = calc_residual3d(tensor_x,
                                tensor_y,
                                window=self._window_train,
                                keep_first_nan=True)
     residual = residual.squeeze(-1).transpose(0, 1)
     return tsf.rolling_weighted_std(residual,
                                     window=self._window,
                                     halflife=self._halflife)

示例#2

文件： time_series.py 项目： vw511/featurizer

 def forward(self, tensor):
     return tsf.rolling_weighted_std(tensor,
                                     window=self._window,
                                     halflife=self._halflife)