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[Enhancement] Add move_skew and move_kurt #415

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jkadbear opened this issue Jul 11, 2022 · 2 comments
Open

[Enhancement] Add move_skew and move_kurt #415

jkadbear opened this issue Jul 11, 2022 · 2 comments

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@jkadbear
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I tried to implement moving window skewness and kurtosis on this project. However, simply applying the technique used in move_std/move_var is not numerically stable due to the third/fourth power needed in skewneww/kurtosis. Are there any methods to reduce the float error?

@OldChi
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OldChi commented May 17, 2023

I agree. Hope there will be more built-in functions. e.g. move_skew, move_kurt, move_mode. Although I implemented algorithms with best time complexity, the speed is still limited since I'm only writing python.

@kaixiongg
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something like that: https://www.johndcook.com/blog/skewness_kurtosis/

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