#Stastical Features
timeSeries = [375, 750, 1125, 1875, 3750, 7500, 15000]
for i in range(15000, masterDF.shape[0]):
for tms in timeSeries:
ROCseries = masterDF['minROC'][i-tms:i]
masterDF.loc[i, 'rocKurtosis{}'.format(tms)] = ROCseries.kurtosis()
masterDF.loc[i, 'rocSkew{}'.format(tms)] = ROCseries.skew()
masterDF.loc[i, 'rocAbsSum{}'.format(tms)] = ROCseries.abs().sum()
masterDF大约有5300万行,我可以做的是将索引、时间序列和偏移值存储在一个数组中,但是我如何为它分配相应的列呢
目前没有回答
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