pandas.DataFrame.ewm — pandas 0.18.1 documentation (original) (raw)

com : float, optional

Specify decay in terms of center of mass, $\alpha = 1 / (1 + com),\text{ for } com \geq 0$

span : float, optional

Specify decay in terms of span, $\alpha = 2 / (span + 1),\text{ for } span \geq 1$

halflife : float, optional

Specify decay in terms of half-life, $\alpha = 1 - exp(log(0.5) / halflife),\text{ for } halflife > 0$

alpha : float, optional

Specify smoothing factor $\alpha$ directly, $0 < \alpha \leq 1$

New in version 0.18.0.

min_periods : int, default 0

Minimum number of observations in window required to have a value (otherwise result is NA).

freq : None or string alias / date offset object, default=None (DEPRECATED)

Frequency to conform to before computing statistic

adjust : boolean, default True

Divide by decaying adjustment factor in beginning periods to account for imbalance in relative weightings (viewing EWMA as a moving average)

ignore_na : boolean, default False

Ignore missing values when calculating weights; specify True to reproduce pre-0.15.0 behavior