The pandas library has helped me with getting an exponentially rolling mean:
import pandas as pd
data = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
print(pd.DataFrame(data).ewm(alpha=0.1).mean().values)
Unfortunately, Pandas' ExponentialMovingWindow subclass doesn't have very many functions. I'm particularly interested in the exponentially weighted RMS, skewness, and kurtosis of my data. Are there any elegant solutions for finding these statistics?
Thanks!