EWM (Exponentially Weighted Moving)#
Exponentially weighted moving window operations.
Example#
import pandasCore as pd
s = pd.Series([1, 2, 3, 4, 5])
s.ewm(span=3).mean() # Exponentially weighted moving average
Parameters#
Parameter |
Type |
Default |
Description |
|---|---|---|---|
com |
float |
None |
Center of mass |
span |
float |
None |
Span |
halflife |
float |
None |
Half-life |
alpha |
float |
None |
Smoothing factor |
min_periods |
int |
0 |
Minimum observations |
adjust |
bool |
True |
Adjust weights |
ignore_na |
bool |
False |
Ignore NA values |
axis |
int |
0 |
Axis |
Methods#
Method |
Description |
|---|---|
mean() |
Exponentially weighted mean |
std() |
Exponentially weighted std |
var() |
Exponentially weighted var |
corr() |
Exponentially weighted corr |
cov() |
Exponentially weighted cov |