zzz20160919
zzz20160919
/ frac-diff_sk
Created
April 4, 2020 11:38
— forked from skuttruf/frac-diff_sk
Python code for fractional differencing of pandas time series
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| """ | |
| Python code for fractional differencing of pandas time series | |
| illustrating the concepts of the article "Preserving Memory in Stationary Time Series" | |
| by Simon Kuttruf | |
| While this code is dedicated to the public domain for use without permission, the author disclaims any liability in connection with the use of this code. | |
| """ | |
| import numpy as np | |
| import pandas as pd |