3 ms·
Doesn't look like you need anything fancy here. Load you time serie in a dataframe, and: > - Variability: how "spread out" are the data points from one anothe
by Galanwe 3y ago
Doesn't look like you need anything fancy here.
Load you time serie in a dataframe, and:
> - Variability: how "spread out" are the data points from one another?
So basically df.std(), with rolling variants for short term / long term.
> - Trend: direction of data path, up or down?
- Slope: are the data points increasing or decreasing?
Just do a simple rolling linear regression of your data point against time.