temporian.EventSet.moving_product

moving_product(
    window_length: WindowLength,
    sampling: Optional[EventSetOrNode] = None,
) -> EventSetOrNode

Computes the product of values in a sliding window over an EventSet.

This operation only supports floating-point features.

For each t in sampling, and for each feature independently, returns at time t the product of non-zero and non-NaN values for the feature in the window (t - window_length, t].

sampling can't be specified if a variable window_length is specified (i.e., if window_length is an EventSet).

If sampling is specified or window_length is an EventSet, the moving window is sampled at each timestamp in them, else it is sampled on the input's.

Zeros result in the accumulator's result being 0 for the window. NaN values are ignored in the calculation of the product. If the window does not contain any NaN, zero or any non-zero values (e.g., all values are missing), the output for that window is an empty array.

Example

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

>>> b = a.moving_product(tp.duration.seconds(1))
>>> b
indexes: ...
    (3 events):
        timestamps: [0. 1. 2.]
        'value': [nan 1. 5.]
...

See EventSet.moving_count() for examples of moving window operations with external sampling and indices.

Parameters:

Name	Type	Description	Default
window_length	WindowLength	Sliding window's length.	required
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	EventSet containing the moving product of each feature in the input,
EventSetOrNode	considering non-zero and non-NaN values only.