pastas.stats.signatures.duration_curve_range#

duration_curve_range(series, l=0.1, u=0.9, normalize=True)[source]#

Range of the duration curve between the percentile l and u after Richards [1990].

Parameters

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

  • l (float) – lower percentile, a float between 0 and 1, lower than u.

  • u (float, optional) – upper percentile, a float between 0 and 1, higher than l.

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

Return type

float

Notes

Range of the duration curve between the percentile l and u.