mmo-modeling-carryover.py

lag = {
    "CTV": 2,
    "DISPLAY": 2,
    "DIRECT_MAIL": 2,
    "EMAIL": 2,
    "PAID_SOCIAL": 2,
    "PAID_SEARCH": 1,
    "TV": 3
}

retention_rate = 0.8
retention_length = 13

media_transformed = media.copy()

for i,j in lag.items():
    weights = retention_rate ** (np.flip(np.arange(retention_length + 1) - j)**2)
    weighted_sum = lambda x: np.sum(weights[-x.shape[0]:]*x)
    media_transformed[i] = media[i].rolling(window=retention_length, closed='both', min_periods=1).apply(weighted_sum, raw=False)