Fractio
Tools for fractional differentiation of time series with pandas dataframes.
Install / Use
/learn @Ostirion-net/FractioREADME
Fractio
Tools for fractional differentiation of time series. Based on mathematical procedures and code found in:
Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning (1st. ed.). Wiley Publishing.
This implementation simplifies the use of datetime-indexed time series at the cost of computation speed.
Work in progress.
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