rolling_mean_by_h: Compute a rolling mean of x, after first aggregating by h

In prophet: Automatic Forecasting Procedure

Description

Right-aligned. Computes a single mean for each unique value of h. Each mean is over at least w samples.

Usage

rolling_mean_by_h(x, h, w, name)

Arguments

x	Array.
h	Array of horizon for each value in x.
w	Integer window size (number of elements).
name	String name for metric in result dataframe.

Value

Dataframe with columns horizon and name, the rolling mean of x.

prophet documentation built on March 30, 2021, 5:05 p.m.