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Update timeseries: freq removed in Pandas>=0.23
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bojunliu0818 committed Apr 17, 2022
1 parent 9e18e6a commit a777242
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions msmbuilder/preprocessing/timeseries.py
Original file line number Diff line number Diff line change
Expand Up @@ -97,13 +97,13 @@ def __init__(self, com=None, span=None, halflife=None, min_periods=0,
self.min_periods = min_periods
self.freq = freq
self.adjust = adjust

# freq removed in Pandas>=0.23
def _ewma(self, sequence):
ewma = DataFrame(sequence).ewm(com=self.com,
span=self.span,
halflife=self.halflife,
min_periods=self.min_periods,
freq=self.freq,
##### freq=self.freq,
adjust=self.adjust).mean()

return ewma.values
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