pastas.stats.signatures.cv_rise_rate#
- cv_rise_rate(series, normalize=True, rolling_window='7D')[source]#
Coefficient of Variation in rise 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.
rolling_window (str, optional) – Rolling window to use for smoothing the time series. Default is 7 days. Set to None to disable. See the pandas documentation for more information.
- Returns
Coefficient of Variation in rise rate.
- Return type
Notes
Coefficient of variation in rise rate [Richter et al., 1996]. The higher the coefficient of variation, the more variable the rise rate is, and vice versa.