Module utils 

Utility functions for time series analysis

Functions

autocorrelation

Calculates the autocorrelation function (ACF) for a time series

autocovariance

Checks if a time series is stationary using the Augmented Dickey-Fuller test

calculate_basic_stats

Calculate basic statistics for a time series

create_time_series

Creates a time series with a specified date range (in days)

cross_correlation

Calculates the cross-correlation function (CCF) between two time series

decimate

Decimate a signal by applying a low-pass filter and downsampling

detrend

Detrend data along an axis by removing linear or constant trend

detrend_2d

Detrend 2D data along an axis

difference_series

Apply differencing to a time series

is_stationary

This function uses the Augmented Dickey-Fuller test to check for stationarity.

moving_average

Applies a centered moving average to smooth a time series

partial_autocorrelation

Calculates the partial autocorrelation function (PACF) for a time series

resample

Resample a time series to a new number of samples using Fourier method

seasonal_difference_series

Apply seasonal differencing to a time series

transform_to_stationary

Transforms a time series to achieve stationarity