# polars.Series.ewm_mean#

Series.ewm_mean(com: = None, span: = None, half_life: = None, alpha: = None, adjust: bool = True, min_periods: int = 1) Series[source]#

Exponentially-weighted moving average.

Parameters:
com

Specify decay in terms of center of mass, $$\gamma$$, with

$\alpha = \frac{1}{1 + \gamma} \; \forall \; \gamma \geq 0$
span

Specify decay in terms of span, $$\theta$$, with

$\alpha = \frac{2}{\theta + 1} \; \forall \; \theta \geq 1$
half_life

Specify decay in terms of half-life, $$\lambda$$, with

$\alpha = 1 - \exp \left\{ \frac{ -\ln(2) }{ \lambda } \right\} \; \forall \; \lambda > 0$
alpha

Specify smoothing factor alpha directly, $$0 < \alpha \leq 1$$.

• When adjust=True the EW function is calculated using weights $$w_i = (1 - \alpha)^i$$
• When adjust=False the EW function is calculated recursively by
$\begin{split}y_0 &= x_0 \\ y_t &= (1 - \alpha)y_{t - 1} + \alpha x_t\end{split}$