To Get the NumPy version of the Exponential weighted moving average just like pandas.ewm().mean() you should use some advanced formulas that may cause confusion for python beginners.
In this article, I am going to help you solve this error and understand the root of the problem, also I am presenting other possible solutions that may work if the main solution does not work for you.
Explaining : Get the NumPy version of the Exponential weighted moving average just like pandas.ewm().mean()
The NumPy version of the Exponential weighted moving average could be hard to get, however I did my best to present to you a couple solution that might suit you.
Bellow you can find the solution which have worked for me plus other popular possible solutions among developers who already faced this issue.
Solution 1 : use the lfilter function from the scipy library
First, we should understand that Simple and Exponential Moving Averages need EWMA linear filters to be simulated.
An EWMA is a linear filter, we can use the lfilter function in scipy in order to create it.
The code bellow will help you do that, I also included the timings.
This should be a very good script which will help you achieve your goal. If that does not suit you, check the solutions bellow.
Solution 2 : start with this formula of the Simple and Exponential moving average
Another solution is to use the formula bellow.
The formula below is for a 10-day EMA.
The code bellow is a great demonstration of how you can generate an EMA.
The formula above may not be the exact match of the good but its good base to start from.
Bellow we have an extra solution which you may want to try.
Solution 3 : use a first order IIR filter
Since The exponential filter is similar to a first order IIR filter.
The third solution is to try the code bellow.
This should be enough to help you generate the moving average.
I hope this guide solved your problem, thank you for reading.
Summing-up
If the solutions above helped you, consider supporting us on Kofi, any help is appreciated.
It seems that there are only these possible solutions to the problem, I can not find any other solution to the problem guys, I tried my best, I hope the above solutions worked for you, cheers, keep coding. If you want to learn more about Python, please check out the Python Documentation : https://docs.python.org/3/