Description
Pandas version checks
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I have checked that this issue has not already been reported.
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I have confirmed this bug exists on the latest version of pandas.
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I have confirmed this bug exists on the main branch of pandas.
Reproducible Example
import pandas as pd
df = pd.DataFrame(
{"t": pd.to_datetime(["2023-02-28 12:00:00", "2023-02-28 12:00:05", "2023-02-28 12:00:15"]),
"s": [1.0, 0.0, 0.0],
})
>>> print(df["s"].ewm(halflife="5 seconds", times=df["t"]).sum())
0 1.00
1 0.50
2 0.25
>>> print(df["s"].ewm(halflife="5 days", times=df["t"]).sum())
0 1.00
1 0.50
2 0.25Issue Description
pd.ewm.sum() does not use halflife parameter.
As I understand it, there are two series held inside ewm: the data values and the weights. The .sum() function should contain the sum of the products of the data values with their weights.
Expected Behavior
For the first example I expected:
1.01.0 = 1
1.00.5 + 0.01.0 = 0.5 (1 half life)
1.00.125 + 0.0 * 0.5 + 0.0 *1.0 = 0.125 (3 half lifes) - here ewm returns 0.25 instead of 0.125
For the second example I expected:
1.0
0.9999
0.9999
since the half life is 5 days and only a few seconds have elapsed.
Installed Versions
pandas : 1.5.3
numpy : 1.24.2
pytz : 2022.7.1
dateutil : 2.8.2
setuptools : 65.6.3
pip : 23.0.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None
tzdata : None