公式（窗口为7）：
也就是说7个数做一次平均
公式：
其中
因此
也就是说离本点越近，考虑的权重也越大。
python code：
# author: adrian.wu import numpy as np from matplotlib import pyplot as plt import pandas as pd """ count : count(1) day: d """ path = ‘/Users/adrian.wu/PycharmProjects/jobs/time_series/data/ord_count_by_day.csv‘ data_raw = pd.read_csv(path) data_raw.sort_values("d", inplace=True) """ draw raw time series picture """ # plt.plot(data_raw[‘d‘], data_raw[‘count(1)‘]) # plt.show() win_7 = data_raw[‘count(1)‘].rolling(window=7).mean() ewma_30 = data_raw[‘count(1)‘].ewm(span=30).mean() d = [i for i in range(0, len(ewma_30))] fig, ax = plt.subplots(1, 1) ax.plot(d, data_raw[‘count(1)‘], label=‘raw_data‘) ax.plot(d, win_7, label=‘win_7‘) ax.plot(d, ewma_30, label=‘ewma_span=30‘) plt.legend() plt.show()
原文：https://www.cnblogs.com/ylxn/p/10790366.html