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Rolling Maximum in a Pandas Column

In this tutorial, we will look at how to compute the rolling maximum in a pandas column.

rolling maximum with a window size of 3

You can use the pandas rolling() function to get a rolling window of your desired size over the series and then apply the pandas max() function to get the rolling maximum. The following is the syntax –

# s is pandas series, n is the window size
s.rolling(n).max()

Here, n is the size of the moving window you want to use, that is, the number of observations you want to use to compute the rolling statistic, in our case, the maximum. If you apply the above function on a pandas dataframe, it will result in a rolling max for all the numerical columns in the dataframe.

Let’s look at some examples of using the above syntax to get the rolling maximum in pandas. First, let’s create a sample dataframe that we will be using throughout this tutorial.

import pandas as pd

# create dataframe
df = pd.DataFrame({'PageViews': [100, 120, 180, 200, 240, 160, 130],
                   'Revenue': [10, 15, 12, 20, 30, 22, 14]},
                  index = ['2020-03-01', '2020-03-02', '2020-03-03', '2020-03-04',\
                           '2020-03-05', '2020-03-06', '2020-03-07'])
# print the dataframe
print(df)

Output:

            PageViews  Revenue
2020-03-01        100       10
2020-03-02        120       15
2020-03-03        180       12
2020-03-04        200       20
2020-03-05        240       30
2020-03-06        160       22
2020-03-07        130       14

We now have a dataframe containing the daily “PageViews” and “Revenue” of a blogging website.

Let’s get the maximum “PageViews” over a 3-day rolling window from the above data. For this, we apply the rolling() function with a window size of 3 and then apply the max() function to get the maximum value over that window.

# 3-day rolling maximum of PageViews
df['PageViews'].rolling(3).max()

Output:

2020-03-01      NaN
2020-03-02      NaN
2020-03-03    180.0
2020-03-04    200.0
2020-03-05    240.0
2020-03-06    240.0
2020-03-07    240.0
Name: PageViews, dtype: float64

You can see that we get NaN in the first two rows because we cannot calculate the rolling maximum as there are no preceding values to make the three-day window complete. The third row is 180 which is the max pageviews over the three-day window containing 100, 120, and 180.

If you apply the above function directly on a dataframe, it will compute the rolling maximum for all the numerical columns in the dataframe. For example, let’s get the 3-day rolling maximum over df

# 3-day rolling maximum of entire dataframe df
df.rolling(3).max()

Output:

            PageViews  Revenue
2020-03-01        NaN      NaN
2020-03-02        NaN      NaN
2020-03-03      180.0     15.0
2020-03-04      200.0     20.0
2020-03-05      240.0     30.0
2020-03-06      240.0     30.0
2020-03-07      240.0     30.0

You can see that we get the rolling maximum for both the columns.

With this, we come to the end of this tutorial. The code examples and results presented in this tutorial have been implemented in a Jupyter Notebook with a python (version 3.8.3) kernel having pandas version 1.0.5


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Author

  • Piyush is a data scientist passionate about using data to understand things better and make informed decisions. In the past, he's worked as a Data Scientist for ZS and holds an engineering degree from IIT Roorkee. His hobbies include watching cricket, reading, and working on side projects.