Source code for interpreTS.core.features.feature_std_1st_der
import numpy as np
[docs]
def calculate_std_1st_der(data):
"""
Calculate the standard deviation of the first derivative of a time series.
Parameters
----------
data : pd.Series or np.ndarray
The time series data for which the standard deviation of the first derivative is to be calculated.
Returns
-------
float
The standard deviation of the first derivative of the provided time series.
Returns np.nan if the input data is empty.
Raises
------
TypeError
If the data is not a valid time series type.
ValueError
If the data contains NaN values.
Examples
--------
>>> data = pd.Series([1, 2, 3, 4, 5])
>>> calculate_std_1st_der(data)
0.0
"""
# If there is only one value, return 0.0
if len(data) == 1:
return 0.0
# Calculate and return the standard deviation of the first derivative
return np.std(np.gradient(data))