temporian.EventSet.cumprod

cumprod(
    sampling: Optional[EventSetOrNode] = None,
) -> EventSetOrNode

Computes the cumulative product of values over each feature in an EventSet.

This operation only supports floating-point features.

Missing (NaN) values are not accounted for. The output will be NaN until the input contains at least one numeric value.

Warning: The cumprod function leverages an infinite window length for its calculations, which may lead to considerable computational overhead with increasing dataset sizes.

Example

>>> a = tp.event_set(
...     timestamps=[0, 1, 2, 3],
...     features={"value": [1.0, 2.0, 10.0, 12.0]},
... )

>>> b = a.cumprod()
>>> b
indexes: ...
    (4 events):
        timestamps: [0. 1. 2. 3.]
        'value': [  1.   2.  20. 240.]
...

Examples with sampling

>>> a = tp.event_set(
...     timestamps=[0, 1, 2, 5, 6, 7],
...     features={"value": [1, 2, 10, 12, np.nan, 2]},
... )

>>> # Cumulative product at 5 and 10
>>> b = tp.event_set(timestamps=[5, 10])
>>> c = a.cumprod(sampling=b)
>>> c
indexes: ...
    (2 events):
        timestamps: [ 5. 10.]
        'value': [240. 480.]
...

>>> # Product all values in the EventSet
>>> c = a.cumprod(sampling=a.end())
>>> c
indexes: ...
    (1 events):
        timestamps: [7.]
        'value': [480.]
...

Parameters:

Name	Type	Description	Default
sampling	Optional[EventSetOrNode]	Timestamps to sample the sliding window's value at. If not provided, timestamps in the input are used.	None

Returns:

Type	Description
EventSetOrNode	Cumulative product of each feature.