pastas.stats.signatures.duration_curve_ratio

duration_curve_ratio(series, l=0.1, u=0.9, normalize=True)

Ratio of the head 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.

Returns

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

Return type

float

Notes

Ratio of the duration curve between the percentile l and u. The higher the ratio, the flatter the head duration curve, and vice versa.