pyrfu.pyrf.increments module#

pyrfu.pyrf.increments.increments(inp, scale: int = 10)[source]#

Returns the increments of a time series.

\[y = |x_i - x_{i+s}|\]

where \(s\) is the scale.

Parameters:

  • inp (xarray.DataArray) – Input time series.

  • scale (int, Optional) – Scale at which to compute the increments. Default is 10.

Returns:

  • kurt (ndarray) – kurtosis of the increments, one per product, using the Fisher’s definition (0 value for a normal distribution).

  • result (xarray.DataArray) – An xarray containing the time series increments, one per product in the original time series.