pastas.stats.signatures.bimodality_coefficient#

bimodality_coefficient(series, normalize=False)[source]#

Bimodality coefficient after Ellison [1987].

Parameters:

  • series (pandas.Series) – Pandas Series with DatetimeIndex and head values.

  • normalize (bool, optional) – normalize the time series to values between zero and one.

Return type:

float

Notes

Squared product moment skewness (s) plus one, divided by product moment kurtosis (k).

..math:: b = (s^2 + 1 ) / k

Adapted from the R ‘modes’ package.