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Add an nth difference transform #92

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Ianlmgoddard opened this issue Jun 14, 2021 · 0 comments
Open

Add an nth difference transform #92

Ianlmgoddard opened this issue Jun 14, 2021 · 0 comments

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@Ianlmgoddard
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Would be nice to have a generic transform for the nth difference of a time series. Something like;

b = Difference(n, a) where b[i] = a[i+n] - a[i] where a is the vector we want the differences for, and n is the number of steps we want to take the difference over.

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