RollingMin / Computation Layer
Calculate the rolling (moving) minimum over a sliding window. Similar to pandas.rolling().min() or R's roll_min().
Mathematical form: where is the window size and are optional weights.
Common applications:
- Stock market analysis (support levels)
- Resource optimization (minimum requirements)
- Quality control (minimum thresholds)
- Risk analysis (worst performance)
- System monitoring (resource bottlenecks)
- Environmental monitoring (minimum levels)
- Performance benchmarking
Note: Useful for identifying lower bounds and support levels in data.
Select
columnThe numeric column to compute rolling minimums for. Typical applications:
- Asset prices (support levels)
- Resource utilization (minimum capacity)
- Temperature readings (frost warnings)
- Performance metrics (worst case analysis)
- Water levels (drought monitoring)
WindowSize
u32Number of observations in each sliding window. Common periods:
- 24: Daily minimum (hourly data)
- 7: Weekly minimum
- 30: Monthly minimum
- 252: Annual minimum (trading days)
Larger windows capture longer-term floor levels.
Weights
[f64, ...]Optional weights for window values. Must match window size if provided. Note:
- Affects minimum selection when comparing values
- Can prioritize recent or specific positions
- Less common in minimum calculations than means
Consider whether weighted minimums align with analysis goals.
MinPeriods
oneofRequire complete windows for minimum calculation. Ensures all values in window are considered when identifying minimum. Critical for accurate lower bound detection and threshold monitoring.
Value
u32Minimum number of valid observations (Value
) required for minimum calculation. Examples:
- 1: Find minimum of any available values
- window_size/2: Require majority of window
- window_size: Require all values in window Controls trade-off between data availability and reliable minimum detection.
Center
boolWindow label position. When true
, aligns to window center; when false
, to end. Effects:
true
: Better for pattern analysis and historical minimumsfalse
: Preferred for real-time minimum monitoring
AsColumn
nameName for the new column. If not provided, the system generates a unique name. If AsColumn
matches an existing column, the existing column is replaced. The name should follow valid column naming conventions.