Mar-24-2020, 02:11 AM

Hi all. I'm a relatively new Python user though I have a bit of experience in R and RapidMiner. Rapidminer has an operator called "Windowing" that essentially takes a time series and converts it into windowed example set.

For example, if I have the following time series:

I am trying to find function (preferably via pandas, scipy, etc.) that allows me to complete the same operation in python. So far, the only functions I have found take rolling averages, sums, or other basic statistics of the data (which is not what I'm trying to do).

Any help would be greatly appreciated!

For example, if I have the following time series:

#index A B C #date_1 1 2 3 #date_2 4 5 6 #date_3 7 8 9and I applied Windowing with window_size = 2, I would get the following:

#index A B C A-1 B-1 C-1 A-2 B-2 C-2 #date_1 1 2 3 nan nan nan nan nan nan #date_2 4 5 6 1 2 3 nan nan nan #date_3 7 8 9 4 5 6 1 2 3Documentation for the Rapidminer operator can be found here (https://docs.rapidminer.com/9.2/studio/o...owing.html).

I am trying to find function (preferably via pandas, scipy, etc.) that allows me to complete the same operation in python. So far, the only functions I have found take rolling averages, sums, or other basic statistics of the data (which is not what I'm trying to do).

Any help would be greatly appreciated!