scikits.timeseries: moving difference

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scikits.timeseries: moving difference

Timmie
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Hello,
the scikits.timeseries has implemented some moving windows functions:
http://pytseries.sourceforge.net/lib.moving_funcs.html

I would like to expand these to include the (absolute and relative) difference
between one value and its successor in a time series.

How could I do this?

Best regards,
Timmie

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Re: scikits.timeseries: moving difference

Pierre GM-2
On Jan 8, 2010, at 7:49 AM, Tim Michelsen wrote:
> Hello,
> the scikits.timeseries has implemented some moving windows functions:
> http://pytseries.sourceforge.net/lib.moving_funcs.html
>
> I would like to expand these to include the (absolute and relative) difference
> between one value and its successor in a time series.

Like np.diff ? Could you give us a short example of what you have in mind ?

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Re: scikits.timeseries: moving difference

Timmie
Administrator
> > the scikits.timeseries has implemented some moving windows functions:
> > http://pytseries.sourceforge.net/lib.moving_funcs.html
> >
> > I would like to expand these to include
the (absolute and relative) difference
> > between one value and its successor in a time series.
>
> Like np.diff ? Could you give us a short example of what you have in mind ?
Yes, thanks. This was what I was searching for.

Regards,
Timmie




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