pydata/pandas — Issue #886: Implement weighted moving average (pass array of weights)
Author: wesm
Created: 2012-03-08 20:08:26+00:00
State: open
Labels: Enhancement

as described here

http://en.wikipedia.org/wiki/Exponential_smoothing#The_weighted_moving_average

cf http://stackoverflow.com/questions/9621362/how-do-i-compute-a-weighted-moving-average-using-pandas