Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Exponential weighted moving window statistics #15

Open
Chemcy opened this issue May 28, 2018 · 1 comment
Open

Exponential weighted moving window statistics #15

Chemcy opened this issue May 28, 2018 · 1 comment

Comments

@Chemcy
Copy link

Chemcy commented May 28, 2018

It seems that pandas has not provided iterators for rolling/ewm functions, and your project is really nice structured. Maybe another base class is needed for iterators of ewm statistics.

@ajcr
Copy link
Owner

ajcr commented May 30, 2018

Thank you - this would be a great addition to the project. I'll need to look into ewm statistics some more, but your suggestion of a new base class to handle the necessary logic seems like a good approach.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants