pastas.stats.signatures.fall_rate

fall_rate(series, normalize=False, rolling_window='7D')

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.

• 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

Mean of negative head changes from one day to the next. The units of the fall rate are L/day (L defined by the input).

Return type

float

Notes

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