pastas.stats.signatures.rise_rate#

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

Mean of positive 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 positive changes in head from one day to the next.