Interface: EwmOptions

Options of ewm: pandas' Series.ewm arguments (exactly one of com, span, halflife, alpha).

Properties

Property	Modifier	Type	Description
adjust?	readonly	boolean	Divide by the decaying weights' sum (adjust, default true), or recurse (1 − α) · prev + α · x.
alpha?	readonly	number	Smoothing factor, 0 < α ≤ 1.
com?	readonly	number	Center of mass: α = 1 / (1 + com), com ≥ 0.
halflife?	readonly	number	Half-life in observations: α = 1 − exp(ln 0.5 / halflife), halflife > 0.
ignoreNa?	readonly	boolean	Let missing values not decay the weights of earlier ones. Default false.
minPeriods?	readonly	number	Present values needed for a result. Default 0 (taken as 1, as pandas).
span?	readonly	number	Span: α = 2 / (span + 1), span ≥ 1.