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Exponentaion weighed functions

Open ritchie46 opened this issue 4 years ago • 1 comments

Someone asked if we could support this: https://pandas.pydata.org/pandas-docs/stable/user_guide/window.html#window-exponentially-weighted

I haven't looked at it much, but it seems like this should be possible with some cumulative expression kung fu.

ritchie46 avatar Dec 01 '21 20:12 ritchie46

Exponential smoothing only looks at the previous value. I think it's just using a .diff() might do.

koaning avatar Dec 01 '21 21:12 koaning