https://github.com/ulf1/numpy-fracdiff

Fractional differentiation as numpy function
https://github.com/ulf1/numpy-fracdiff

differences differentiation fractional fractional-differencing numpy

Last synced: 3 months ago
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Fractional differentiation as numpy function

• Host: GitHub
• URL: https://github.com/ulf1/numpy-fracdiff
• Owner: ulf1
• License: apache-2.0
• Created: 2019-11-02T11:53:40.000Z (about 6 years ago)
• Default Branch: main
• Last Pushed: 2022-04-23T08:41:28.000Z (almost 4 years ago)
• Last Synced: 2025-02-01T12:11:13.786Z (12 months ago)
• Topics: differences, differentiation, fractional, fractional-differencing, numpy
• Language: Python
• Homepage:
• Size: 240 KB
• Stars: 5
• Watchers: 3
• Forks: 2
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGES.md
  • Funding: .github/FUNDING.yml
  • License: LICENSE

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# numpy-fracdiff

Fractional Difference for Time Series

## Installation

The `numpy-fracdiff` [git repo](http://github.com/ulf1/numpy-fracdiff) is available as [PyPi package](https://pypi.org/project/numpy-fracdiff)

```sh

pip install numpy-fracdiff

pip install git+ssh://git@github.com/ulf1/numpy-fracdiff.git

```

## Usage

Check the [examples](https://github.com/ulf1/fracdiff/tree/master/examples) folder for notebooks.

## Appendix

### Install a virtual environment

```sh

python3.6 -m venv .venv

source .venv/bin/activate

pip install --upgrade pip

pip install -r requirements.txt

pip install -r requirements-dev.txt

pip install -r requirements-demo.txt

```

(If your git repo is stored in a folder with whitespaces, then don't use the subfolder `.venv`. Use an absolute path without whitespaces.)

### Python commands

* Jupyter for the examples: `jupyter lab`

* Check syntax: `flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')`

* Run Unit Tests: `pytest`

Publish

```sh

pandoc README.md --from markdown --to rst -s -o README.rst

python setup.py sdist 

twine upload -r pypi dist/*

```

### Clean up 

```sh

find . -type f -name "*.pyc" | xargs rm

find . -type d -name "__pycache__" | xargs rm -r

rm -r .pytest_cache

rm -r .venv

```