python/pandas time series: fast attack/slow decay; peak detection with decay - pandas

Question

I would like to implement a "fast attack / slow decay" (peak detect with exponential decay) filter on a time series ts (a column in a pandas dataframe), described as follows:
fasd[t] = max(ts[t], 0.9 * fasd[t-1])
The "basic" code (below) works, but is there pythonic and efficient way to do it, using rolling() or vectorized methods ? Thanks.
import pandas as pd
ts = [1,0,0,0,0,1,0,0,0,1,0.95,1,1,1,1,1,0,0,1,1,1,1,1,1,]
df = pd.DataFrame({'ts':ts})
df['fasd'] = 0
df.loc[0,'fasd'] = df.iloc[0]['ts']
for i in range(1, len(df)):
df.loc[i, 'fasd'] = max(df.loc[i,'ts'], 0.9*df.loc[i-1, 'fasd'])

Answer 1

Using numpy is more efficient:
from time import time
import pandas as pd
ts = [1,0,0,0,0,1,0,0,0,1,0.95,1,1,1,1,1,0,0,1,1,1,1,1,1] * 1000 # artificially increasing the input size
df = pd.DataFrame({'ts':ts})
df['fasd'] = 0
df.loc[0,'fasd'] = df.iloc[0]['ts']
df2 = df.copy()
t0 = time()
for i in range(1, len(df)):
df.loc[i, 'fasd'] = max(df.loc[i,'ts'], 0.9*df.loc[i-1, 'fasd'])
t1 = time()
print(f'Pandas version executed in {t1-t0} sec.')
def fasd(array):
for i in range(1, len(array)):
array[i,1] = max(array[i,0], 0.9*array[i-1,1])
return array
t0 = time()
df2 = pd.DataFrame(fasd(df2.to_numpy()))
t1 = time()
print(f'Numpy version executed in {t1-t0} sec.')
Output:
Pandas version executed in 3.0636708736419678 sec.
Numpy version executed in 0.011569976806640625 sec.