Dataset.rolling_exp(self, window: Mapping[Hashable, int] = None, window_type: str = 'span', **window_kwargs)

Exponentially-weighted moving window. Similar to EWM in pandas

Requires the optional Numbagg dependency.

  • window (A single mapping from a dimension name to window value,) –

    optional dim : str

    Name of the dimension to create the rolling exponential window along (e.g., time).


    Size of the moving window. The type of this is specified in window_type

  • window_type (str, one of ['span', 'com', 'halflife', 'alpha'],) – default ‘span’ The format of the previously supplied window. Each is a simple numerical transformation of the others. Described in detail: https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.ewm.html

  • **window_kwargs (optional) – The keyword arguments form of window. One of window or window_kwargs must be provided.