{"blog_title":"19\u65e5\u306b\u66f4\u65b0\u3057\u3066\u305f","provider_name":"Hatena Blog","title":"pandas \u3067 rolling \u4f7f\u3063\u3066 robust zscore \u3068\u304b","type":"rich","width":"100%","url":"https://owiewowe.hatenablog.com/entry/2022/08/19/222823","provider_url":"https://hatena.blog","height":"190","author_name":"owiewowe","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fowiewowe.hatenablog.com%2Fentry%2F2022%2F08%2F19%2F222823\" title=\"pandas \u3067 rolling \u4f7f\u3063\u3066 robust zscore \u3068\u304b - 19\u65e5\u306b\u66f4\u65b0\u3057\u3066\u305f\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","author_url":"https://blog.hatena.ne.jp/owiewowe/","blog_url":"https://owiewowe.hatenablog.com/","image_url":null,"published":"2022-08-19 22:28:23","categories":[],"version":"1.0","description":"pandas \u3067 rolling \u3092\u4f7f\u3063\u3066\u4e00\u5b9a\u7bc4\u56f2\u306e robust zscore \u3092 zscore \u3068\u3001\u682a\u3068\u304b FX \u3068\u304b\u3067\u51fa\u3066\u304f\u308b\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e\u30b0\u30e9\u30d5\u306e\u30ed\u30a6\u30bd\u30af\u8db3\u304c\u7dda\u3092\u8d85\u3048\u3066\u3044\u308b\u306e\u3092 robust zscore \u3092\u4f7f\u3063\u3066\u305d\u308c\u3063\u307d\u304f\u3057\u305f\u306e*1\u3068\u4e00\u7dd2\u306b\u8a08\u7b97\u3057\u3066\u307f\u308b\u3068\u3001 import numpy as np import pandas as pd def pd_robust_zscore(col_name,n): # col_name:pandas.DataFrame \u306e\u5217\u540d n:\u5e45 median = df[col_name].rolling(n).median() q3 = df[col_\u2026"}