Dataset.rolling_exp(window=None, window_type='span', **window_kwargs)[source]#

Exponentially-weighted moving window. Similar to EWM in pandas

Requires the optional Numbagg dependency.

  • window (mapping of hashable to int, optional) – A mapping from the name of the dimension to create the rolling exponential window along (e.g. time) to the size of the moving window.

  • window_type ({"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/reference/api/pandas.DataFrame.ewm.html

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