pastas.stats.signatures.rise_rate

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

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

Return type

float

Notes

Mean rate of positive changes in head from one day to the next.