Rolling Sum

[sairus7]

See the following conversation, there are also some code examples in comments. In particular, this comment:

ANN: MaxMinFilters.jl - fast streaming maximum / minimum within moving window

Here is a minimal example of running mean, the same applies to higher order stats: using Statistics function runmean1(x::Vector{T}, n::Int64=10)::Vector{T} where {T<:Real} len = size(x,1) @assert n<len && n>1 "Argument n is out of bounds." out = zeros(len - n + 1) @inbounds for i = n:len out[i-n+1] = mean(view(x, i-n+1:i)) end return out end function runmean2(x::Vector{T}, n::Int64=10)::Vector{T} where {T<:Real} len = size(x,1) @assert n<len && n>1 "Arg…