when i try to find the rolling median of the following series, i get a list of NaNs.
I used:
b = a[a!=0].rolling(100).median()
a = actual data series (dataframe). Has a bunch of zeros in it that i want to exclude when finding the median
b = rolling median
a[a!=0] gives me the following series.
2017-10-05 NaN
2017-10-06 -0.001074
2017-10-09 -0.001804
2017-10-10 NaN
2017-10-11 NaN
2017-10-12 -0.001687
2017-10-13 NaN
2017-10-16 NaN
2017-10-17 NaN
2017-10-18 NaN
2017-10-19 NaN
2017-10-20 NaN
2017-10-23 -0.003972
2017-10-24 NaN
2017-10-25 -0.004663
2017-10-26 NaN
2017-10-27 NaN
2017-10-30 -0.003192
2017-10-31 NaN
2017-11-01 NaN
2017-11-02 NaN
2017-11-03 NaN
t2017-11-06 NaN
2017-11-07 -0.000189
2017-11-08 NaN
2017-11-09 -0.003762
2017-11-10 -0.000898
2017-11-13 NaN
2017-11-14 -0.002310
the output is just a list of NaNs.
what am i doing wrong? thank you!
Seems like a bug in pandas.
Try this:
a[a!=0].rolling(window=100, center=False, min_periods=1).median()