pandas.Series.ewm¶

Series.
ewm
(self, com=None, span=None, halflife=None, alpha=None, min_periods=0, adjust=True, ignore_na=False, axis=0)[source]¶ Provide exponential weighted functions.
 Parameters
 comfloat, optional
Specify decay in terms of center of mass, \(\alpha = 1 / (1 + com),\text{ for } com \geq 0\).
 spanfloat, optional
Specify decay in terms of span, \(\alpha = 2 / (span + 1),\text{ for } span \geq 1\).
 halflifefloat, optional
Specify decay in terms of halflife, \(\alpha = 1  exp(log(0.5) / halflife),\text{for} halflife > 0\).
 alphafloat, optional
Specify smoothing factor \(\alpha\) directly, \(0 < \alpha \leq 1\).
 min_periodsint, default 0
Minimum number of observations in window required to have a value (otherwise result is NA).
 adjustbool, default True
Divide by decaying adjustment factor in beginning periods to account for imbalance in relative weightings (viewing EWMA as a moving average).
 ignore_nabool, default False
Ignore missing values when calculating weights; specify True to reproduce pre0.15.0 behavior.
 axis{0 or ‘index’, 1 or ‘columns’}, default 0
The axis to use. The value 0 identifies the rows, and 1 identifies the columns.
 Returns
 DataFrame
A Window subclassed for the particular operation.
Notes
Exactly one of center of mass, span, halflife, and alpha must be provided. Allowed values and relationship between the parameters are specified in the parameter descriptions above; see the link at the end of this section for a detailed explanation.
When adjust is True (default), weighted averages are calculated using weights (1alpha)**(n1), (1alpha)**(n2), …, 1alpha, 1.
 When adjust is False, weighted averages are calculated recursively as:
weighted_average[0] = arg[0]; weighted_average[i] = (1alpha)*weighted_average[i1] + alpha*arg[i].
When ignore_na is False (default), weights are based on absolute positions. For example, the weights of x and y used in calculating the final weighted average of [x, None, y] are (1alpha)**2 and 1 (if adjust is True), and (1alpha)**2 and alpha (if adjust is False).
When ignore_na is True (reproducing pre0.15.0 behavior), weights are based on relative positions. For example, the weights of x and y used in calculating the final weighted average of [x, None, y] are 1alpha and 1 (if adjust is True), and 1alpha and alpha (if adjust is False).
More details can be found at https://pandas.pydata.org/pandasdocs/stable/user_guide/computation.html#exponentiallyweightedwindows
Examples
>>> df = pd.DataFrame({'B': [0, 1, 2, np.nan, 4]}) >>> df B 0 0.0 1 1.0 2 2.0 3 NaN 4 4.0
>>> df.ewm(com=0.5).mean() B 0 0.000000 1 0.750000 2 1.615385 3 1.615385 4 3.670213