Differences

module coreforecast.differences

---

function num_diffs

num_diffs(x: ndarray, max_d: int = 1) → int

Find the optimal number of differences

Args:

• x (np.ndarray): Array with the time series.
• max_d (int, optional): Maximum number of differences to consider. Defaults to 1.

Returns:

• int: Optimal number of differences.

---

function num_seas_diffs

num_seas_diffs(x: ndarray, season_length: int, max_d: int = 1) → int

Find the optimal number of seasonal differences

Args:

• x (np.ndarray): Array with the time series.
• season_length (int): Length of the seasonal pattern.
• max_d (int, optional): Maximum number of differences to consider. Defaults to 1.

Returns:

• int: Optimal number of seasonal differences.

---

function diff

diff(x: ndarray, d: int) → ndarray

Subtract previous values of the series

Args:

• x (np.ndarray): Array with the time series.
• d (int): Lag to subtract

Returns:

• np.ndarray: Differenced time series.

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