RollingSum
Description
The RollingSum class computes the sum of values within a specified moving window over a sequence of data. This rolling sum provides a dynamic aggregate of values in the window as it moves across the data, enabling analysis of trends over localized segments.
Initial values: The constructor requires a positive integer window_size parameter to define the rolling window.
NaN handling: NaN values are not handled natively and should be preprocessed if necessary.
Usage Example and Plot
Implementation Details
Algorithm
RollingSum implements cyclic buffers to accumulate windowed statistics.
Complexity
Time Complexity:
O(log(1))per new element due to the insertion and deletion operations in the heaps.Space Complexity:
O(window_size), as only elements within the current window are stored.