EWMA#

class frouros.utils.stats.EWMA(alpha: float)#

EWMA (Exponential Weighted Moving Average) class.

property alpha: float#

Alpha property.

Returns:

alpha value

Return type:

float

property mean: float#

Mean property.

Returns:

mean value

Return type:

float

update(value: Union[int, float]) None#

Update the mean value sequentially.

Parameters:

value (int) – value to use to update the mean

Raises:

TypeError – Type error exception

get() float#

Get method.