CODEWITHSUNDEEP
pythonpandaswhile-loop
Alessandro
Alessandro

Reputation: 83

Replace while loop in series calculation

I would like to understand how to replace this simple while loop with less characters.

a:
2017-12-31 10
2018-1-1 9
2018-1-2 15
2018-1-3 25
2018-1-4 30

I would like to replace this code with a shorter code:

b=pd.Series(index=a.index)
b[0]=0
i=1
while i< len(b):
    b[i]=a[i]*0.1+b[i-1]*0.9
    i+=1

Upvotes: 1

Views: 148

Answers (1)

piRSquared
piRSquared

Reputation: 294508

Setup
It's always best to provide a definitive way to reconstruct your data. With this code, others can play with it to figure out stuff.

a = pd.Series(
    [10, 9, 15, 25, 30],
    pd.date_range('2017-12-31', periods=5)
)

Solution
Use Pandas' pd.Series.ewm method with an alpha parameter set to .9

a.ewm(alpha=.9).mean()

2017-12-31    10.000000
2018-01-01     9.090909
2018-01-02    14.414414
2018-01-03    23.942394
2018-01-04    29.394294
Freq: D, dtype: float64

To more closely match what your code does, use the adjust=False option with alpha=.1 

a.ewm(alpha=.1, adjust=False).mean()

2017-12-31    10.0000
2018-01-01     9.9000
2018-01-02    10.4100
2018-01-03    11.8690
2018-01-04    13.6821
Freq: D, dtype: float64

Upvotes: 2

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