pastas.stats.signatures.magnitude

pastas.stats.signatures.magnitude(series: pandas.Series) → float

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.