pastas.stats.signatures.cv_fall_rate#

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

Coefficient of Variation in fall rate.

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

Coefficient of Variation in fall rate [Richter et al., 1996].