aidapy.aidaxr.xevents module¶
-
class
aidapy.aidaxr.xevents.
AidaAccessorStatistics
(xarray_obj)[source]¶ Bases:
object
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increm
(scale)[source]¶ Returns the increments of a timeseries
\[y = |x_i - x_{i+s}|\]where \(s\) is the scale.
- Parameters
scale (int) – Scale at which to compute the increments.
- Returns
kurt – kurtosis of the increments, one per product, using the Fisher’s definition (0 value for a normal distribution).
- Return type
np.array
- resultxarray.DataArray
An xarray containing the time series increments, one per product in the original timeseries.
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pvi
(scale)[source]¶ Returns the PVI of a timeseries
\[y = \frac{|x_i - x_{i+s}|^2}{<|x_i - x_{i+s}|^2>}\]where \(s\) is the scale.
- Parameters
scale (int) – Scale at which to compute the PVI.
- Returns
values – An xarray containing the pvi of the original timeseries.
- Return type
-
threshold
(theta)[source]¶ Returns the location of the PVI peaks above the threshold theta theta is usually 8 for extreme events, as reported in literature.
- Parameters
theta (int) – Threshold value for PVI.
- Returns
result – A numpy array containing the location of the pvi peaks above theta.
- Return type
np.array
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