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@markcapece
markcapece / frac-diff_sk
Created July 13, 2019 21:18 — forked from skuttruf/frac-diff_sk
Python code for fractional differencing of pandas time series
"""
Python code for fractional differencing of pandas time series
illustrating the concepts of the article "Preserving Memory in Stationary Time Series"
by Simon Kuttruf
While this code is dedicated to the public domain for use without permission, the author disclaims any liability in connection with the use of this code.
"""
import numpy as np
import pandas as pd