[SciPy-User] scikits.timeseries: moving difference

Pierre GM pgmdevlist at gmail.com
Fri Jan 8 08:07:08 EST 2010


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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