calculate exponential moving average in python
EDIT: It seems that mov_average_expw() function from scikits.timeseries.lib.moving_funcs submodule from SciKits (add-on toolkits that complement SciPy) better suits the wording of your question. To calculate an exponential smoothing of your data with a smoothing factor alpha (it is (1 – alpha) in Wikipedia’s terms): >>> alpha = 0.5 >>> assert 0 < alpha <= 1.0 … Read more