Series.
ewm
Provide exponentially weighted window transformations.
Note
‘min_periods’ in pandas-on-Spark works as a fixed window size unlike pandas. Unlike pandas, NA is also counted as the period. This might be changed soon.
New in version 3.4.0.
Specify decay in terms of center of mass. alpha = 1 / (1 + com), for com >= 0.
Specify decay in terms of span. alpha = 2 / (span + 1), for span >= 1.
Specify decay in terms of half-life. alpha = 1 - exp(-ln(2) / halflife), for halflife > 0.
Specify smoothing factor alpha directly. 0 < alpha <= 1.
Minimum number of observations in window required to have a value (otherwise result is NA).
Ignore missing values when calculating weights.
When ignore_na=False (default), weights are based on absolute positions. For example, the weights of \(x_0\) and \(x_2\) used in calculating the final weighted average of [\(x_0\), None, \(x_2\)] are \((1-lpha)^2\) and \(1\) if adjust=True, and \((1-lpha)^2\) and \(lpha\) if adjust=False.
ignore_na=False
adjust=True
adjust=False
When ignore_na=True, weights are based on relative positions. For example, the weights of \(x_0\) and \(x_2\) used in calculating the final weighted average of [\(x_0\), None, \(x_2\)] are \(1-lpha\) and \(1\) if adjust=True, and \(1-lpha\) and \(lpha\) if adjust=False.
ignore_na=True