pastas.stats.signatures.reversals_cv#
- reversals_cv(series)[source]#
Coefficient of Variation in annual number of rises and falls.
- Parameters
series (pandas.Series) – Pandas Series with DatetimeIndex and head values.
- Returns
Coefficient of Variation in annual number of rises and falls.
- Return type
Notes
Coefficient of Variation in annual number of rises and falls in daily head [Richter et al., 1996]. If the coefficient of variation is high, the number of reversals is highly variable, and vice versa. If the head data is not daily, a warning is issued and nan is returned.