Customize the Python code for specifying the size of the sliding window

Customize the Python code for specifying the size of the sliding window

When processing and analyzing time series data, it is usually necessary to process the data with a sliding window. The pandas library in Python provides a rolling function to facilitate the application of sliding windows. However, by default, the rolling function calculates values ​​for a window of fixed size (window size) centered on each element. If you need to customize the window size, here is a sample code.

import pandas as pd
import numpy as np

# 创建一个DataFrame数据
df = pd.DataFrame({
   
    
    'value': np.random.randn(10)