fracdiff | Compute fractional differentiation super-fast | Time Series Database library

by fracdiff Python Version: 0.9.0 License: BSD-3-Clause

X-Ray Key Features Code Snippets(3)Community Discussions(4)Vulnerabilities Install Support

kandi X-RAY | fracdiff Summary

fracdiff is a Python library typically used in Database, Time Series Database, Deep Learning applications. fracdiff has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. However fracdiff build file is not available. You can install using 'pip install fracdiff' or download it from GitHub, PyPI.

See M. L. Prado, "Advances in Financial Machine Learning".

Support

Quality

Security

License

Reuse

Support

fracdiff has a low active ecosystem.

It has 136 star(s) with 21 fork(s). There are 5 watchers for this library.

It had no major release in the last 12 months.

There are 8 open issues and 33 have been closed. On average issues are closed in 43 days. There are 5 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of fracdiff is 0.9.0

Quality

fracdiff has no bugs reported.

Security

fracdiff has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

fracdiff is licensed under the BSD-3-Clause License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

fracdiff releases are available to install and integrate.

Deployable package is available in PyPI.

fracdiff has no build file. You will be need to create the build yourself to build the component from source.

Installation instructions are not available. Examples and code snippets are available.

Top functions reviewed by kandi - BETA

kandi has reviewed fracdiff and discovered the below as its top functions. This is intended to give you an instant insight into fracdiff implemented functionality, and help decide if they suit your requirements.

Find the lower and lower bounds of x
Check if x is a statistic
Returns the p - value p value
Tests if x is a stat
Evaluate the forward function
Compute fdiff
Calculate fdiff coefficient
Returns a pandas DataFrame containing the spx data
Returns a pandas data

Get all kandi verified functions for this library.

fracdiff Key Features

No Key Features are available at this moment for fracdiff.

fracdiff Examples and Code Snippets

Fracdiff: Super-fast Fractional Differentiation,How to use,Scikit-learn API

Python

Lines of Code : 26

License : Permissive (BSD-3-Clause)

Copy

from fracdiff.sklearn import Fracdiff

X = ...  # 2d time-series with shape (n_samples, n_features)

f = Fracdiff(0.5)
X = f.fit_transform(X)

from sklearn.linear_model import LinearRegression
from sklearn.preprocessing import StandardScaler
from skl

Fracdiff: Super-fast Fractional Differentiation,How to use,Fractional differentiation

Python

Lines of Code : 16

License : Permissive (BSD-3-Clause)

Copy

import numpy as np
from fracdiff import fdiff

a = np.array([1, 2, 4, 7, 0])
fdiff(a, 0.5)
# array([ 1.       ,  1.5      ,  2.875    ,  4.6875   , -4.1640625])
np.array_equal(fdiff(a, n=1), np.diff(a, n=1))
# True

a = np.array([[1, 3, 6, 10], [0, 5

Fracdiff: Super-fast Fractional Differentiation,How to use,PyTorch API

Python

Lines of Code : 12

License : Permissive (BSD-3-Clause)

Copy

from fracdiff.torch import fdiff

input = torch.tensor(...)
output = fdiff(input, 0.5)

from fracdiff.torch import Fracdiff

module = Fracdiff(0.5)
module
# Fracdiff(0.5, dim=-1, window=10, mode='same')

input = torch.tensor(...)
output = module(inpu

Community Discussions

Trending Discussions on fracdiff

Remove Anaconda R and use system R

Package fracdiff of R fails to install in Linux Mint

Integration of Multiplied Derivative functions

Errors installing 'forecast' package in R version 3.3.2

QUESTION

Remove Anaconda R and use system R

Asked 2019-Oct-04 at 10:48

I have partially removed Anaconda R. Base R now runs by default. However, when I install some R packages with base R install they fail. I think they are failing because of an old symbolic link to anaconda.

I want to remove Anaconda R because there are too many package version conflicts.

I am using Linux Mint 19 (i.e. Ubuntu 18.04).

I followed this post to remove Anaconda R. Thus, I did:

conda uninstall r-base
conda uninstall r-*

Now which R returns /usr/bin/R. If I load R from the linux command line using R and then run version in R I get:

...

ANSWER

Answered 2019-Oct-04 at 10:48

Partial Solution (use with caution)

If I comment out the final two lines of script that Anaconda has added to my ~/.bashrc as follows:

Source https://stackoverflow.com/questions/58223954

QUESTION

Package fracdiff of R fails to install in Linux Mint

Asked 2019-Feb-07 at 21:29

I am installing the package forecast. However, I get a persistent error because the package fracdiff fails with this error:

...

ANSWER

Answered 2019-Feb-07 at 21:29

"/usr/bin/ld: cannot find -lXXX" tells you that you should be looking for a library named something like "libXXX-dev".

In this case I would install libblas-dev and perhaps also liblapack-dev, as explained here.

Source https://stackoverflow.com/questions/54582462

QUESTION

Integration of Multiplied Derivative functions

Asked 2017-Dec-18 at 03:01

Here is my code. It is a function that evaluates the derivative of another function at some x-value. I want it to return a valid output even for fractional order derivatives(a).

...

ANSWER

Answered 2017-Dec-18 at 03:01

I think you are mixing up SymPy with SciPy. SymPy does only symbolic calculations. SciPy does only numerical calculations. If you want to calculate some intermediate results in SymPy and then use if for numerical calculations you will have to use lambdify (read more here) function which is like a lambda function for SymPy that gives numeric results. In the following code, I used lambdify function twice to convert your SymPy derivative calculations into lambda functions that give numeric results which SciPy expects.

Source https://stackoverflow.com/questions/47861191

QUESTION

Errors installing 'forecast' package in R version 3.3.2

Asked 2017-Jul-06 at 11:14

Trying to install 'forecast' package in R version 3.3.2 on MacOS Sierra as follows:

...

ANSWER

Answered 2017-Jul-06 at 11:10

I got the same error. I solved it by installing the gfortran. In macOS, I can do it such that

Source https://stackoverflow.com/questions/42959361

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install fracdiff

You can install using 'pip install fracdiff' or download it from GitHub, PyPI.
You can use fracdiff like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

Support

Any contributions are more than welcome. The maintainer (simaki) is not making further enhancements and appreciates pull requests to make them. See Issue for proposed features. Please take a look at CONTRIBUTING.md before creating a pull request.

Find more information at: