Alan Mazankiewicz
Alan Mazankiewicz
## Expected Behavior Integration test should run successfully ## Current Behavior Integration test fails with: ``` --------------------------------------------------------------------------- ModuleNotFoundError Traceback (most recent call last) in () 1 import sys 2 ---->...
## Expected Behavior Directory at `/` should be deleted / empty ## Current Behavior Directory at `/` contains wheel, config files, ... ## Steps to Reproduce (for bugs) `dbx init...
## Main features: - Changed ExponentialStatistics name to ExponentialMovingStatistics (Issue #28) - Implemented time-based discounting for ExponentialMovingStatistics (Issue #28) (incl. Readme) - Implemented ExponentialMovingCovariance (incl. Readme) - https://reasonabledeviations.com/2018/08/15/exponential-covariance/ - https://vlab.stern.nyu.edu/docs/correlation/EWMA-COV...
Hi, I'd like to propose the implementation of an exponentially weighted mean and variance calculation as running statistics over streaming data based on following paper [Finch, 2009, Incremental Calculation of...