pandas.DataFrame.ewm¶
Provide exponential weighted functions.
New in version 0.18.0.
- param com
- float, optional
Specify decay in terms of center of mass, \(\alpha = 1 / (1 + com),\text{ for } com \geq 0\).
- param span
- float, optional
Specify decay in terms of span, \(\alpha = 2 / (span + 1),\text{ for } span \geq 1\).
- param halflife
- float, optional
Specify decay in terms of half-life, \(\alpha = 1 - exp(log(0.5) / halflife),\text{for} halflife > 0\).
- param alpha
- float, optional
Specify smoothing factor \(\alpha\) directly, \(0 < \alpha \leq 1\).
New in version 0.18.0.
- param min_periods
- int, default 0
Minimum number of observations in window required to have a value (otherwise result is NA).
- param adjust
- bool, default True
Divide by decaying adjustment factor in beginning periods to account for imbalance in relative weightings (viewing EWMA as a moving average).
- param ignore_na
- bool, default False
Ignore missing values when calculating weights; specify True to reproduce pre-0.15.0 behavior.
- param axis
- {0 or ‘index’, 1 or ‘columns’}, default 0
The axis to use. The value 0 identifies the rows, and 1 identifies the columns.
- return
DataFrame A Window sub-classed for the particular operation.
Warning
This feature is currently unsupported by Intel Scalable Dataframe Compiler