.. _sphx_glr_auto_examples_utils_example_array_differencing.py:
==================
Array differencing
==================
In this example, we demonstrate pyramid's array differencing, and how it's used
in conjunction with the ``d`` term to lag a time series.
.. raw:: html
.. rst-class:: sphx-glr-script-out
Out::
[-6. -2. 7. 25.]
[ 4. 9. 18.]
[-8. 5. 32.]
|
.. code-block:: python
print(__doc__)
# Author: Taylor Smith
from pmdarima.utils import array
# Build an array and show first order differencing results
x = array.c(10, 4, 2, 9, 34)
lag_1 = array.diff(x, lag=1, differences=1)
# The result will be the same as: x[1:] - x[:-1]
print(lag_1) # [-6., -2., 7., 25.]
# Note that lag and differences are not the same! If we crank diff up by one,
# it performs the same differencing as above TWICE. Lag, therefore, controls
# the number of steps backward the ts looks when it differences, and the
# `differences` parameter controls how many times to repeat.
print(array.diff(x, lag=1, differences=2)) # [4., 9., 18.]
# Conversely, when we set lag to 2, the array looks two steps back for its
# differencing operation (only one).
print(array.diff(x, lag=2, differences=1)) # [-8., 5., 32.]
# The lag parameter is controlled by `m`, which is the seasonal periodicity of
# a time series. If your series is non-seasonal, lag will typically be 1.
**Total running time of the script:** ( 0 minutes 0.001 seconds)
.. only :: html
.. container:: sphx-glr-footer
.. container:: sphx-glr-download
:download:`Download Python source code: example_array_differencing.py `
.. container:: sphx-glr-download
:download:`Download Jupyter notebook: example_array_differencing.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
`Gallery generated by Sphinx-Gallery `_