EWMA_30d

getml.feature_learning.aggregations.EWMA_30d: Literal[VARIATION COEFFICIENT, VAR, TREND, TIME SINCE LAST MINIMUM, TIME SINCE LAST MAXIMUM, TIME SINCE FIRST MINIMUM, TIME SINCE FIRST MAXIMUM, SUM, STDDEV, SKEW, Q99, Q95, Q90, Q75, Q25, Q10, Q5, Q1, NUM MIN, NUM MAX, MODE, MIN, MEDIAN, MAX, LAST, KURTOSIS, FIRST, EWMA_365D, EWMA_90D, EWMA_30D, EWMA_7D, EWMA_1D, EWMA_1H, EWMA_1M, EWMA_1S, COUNT MINUS COUNT DISTINCT, COUNT DISTINCT OVER COUNT, COUNT DISTINCT, COUNT BELOW MEAN, COUNT ABOVE MEAN, COUNT, AVG] = 'EWMA_30D'

Exponentially weighted moving average with an half-life of 30 days. Please note that this aggregation is not supported by Multirel.