Rolling Stats Features

Problem

Compute the mean and population standard deviation of the most recent window of the series as [mean, std].

Return an empty list if window is not positive or exceeds the series length.

Hint

Window statistics are a cheap hand-crafted feature set for neural models.

case 1

in: [[1,2,3,4,5],3]

expected: [4,0.816496580927726]

case 2

in: [[5,5,5],2]

expected: [5,0]

case 3

in: [[1,2],0]

expected: []

case 4

in: [[1,2,3],3]

expected: [2,0.816496580927726]

Starter codePython

def rolling_stats_features(series, window):
    # Your code here
    pass

4 test cases · run your code against them in the editor