corr and ewm

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#220 3 comments 0 reactions 0 assignees View on GitHub

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
25/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
pandas, python

Research direction

No file or test is named in the issue. Start by locating streamz's existing rolling-window entry point and comparing it with the Pandas rolling and EWM APIs; confirm the desired scope and finite-window cutoff semantics with maintainers. Done means an agreed feature scope and tests covering any accepted correlation or EWM behavior.

Written by the indexing model from the issue text.

Description

Would be nice to have more Pandas rolling window functions in streamz.

I implemented rolling correlation and exponential weighted window. The EWM uses a cut-off threshold for finite window sizes.

Is there interest in a PR of either?

Dominant language
Python
Stars
1.3k
Forks
149
Avg merge
17h 39m
Merged PRs (30d)
1

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