Rolling aggregate

Rolling aggregates are typically used to “smooth” a series and show an averaged version of it. For each point in your series, a Rolling aggregate will calculate a new point based on your window function and aggregate method.

• As an example, if you choose a window size of one week and method average, each point will be calculated by finding the average value over the previous week.
• If you choose a window size of three days and method sum, then each point will be the sum of the previous three days.
• Windows are calculated by previous values up to and including that point.

Input type

Time series

Output type

Time series

Example

Transform equivalent

Rolling aggregate

Compute an aggregate value over a rolling time window (such as a moving average).