ENH: Enhancement, new functionality request: Irregular time exponential smoothing
Not sure if it is OK to make the request here, but here you go.

Can a feature be added to exponential smoothing where

alpha = time decay = (time_now - time_previous)/time_scale;

where time_scale and the difference are given in a specific unit eg milli/micro/nanoseconds.

This would really speed up temporally irregular time series analysis. I do understand that there are many ways to derive alpha in irregular time series but this one is I hope reasonably generic neat feature. 
