pastas.stats.signatures.fall_rate#

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

Mean negative head changes from one day to the next.

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

Mean rate of negative changes in head from one day to the next, according to Richter et al. [1996].