pastas.stats.signatures.magnitude

magnitude(series)

Difference between the minimum and maximum heads, divided by the minimum head adapted after Hannah et al. [2000].

Parameters

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

Returns

Difference between the minimum and maximum heads, divided by the minimum head.

Return type

float

Notes

Difference between the minimum and maximum heads, divided by the minimum head:

..math::

(h_max - h_min ) / h_min

The higher the magnitude, the more variable the head is, and vice versa.