一、p阶k步差分定义说明
p阶差分
▽ x t \triangledown x_t ▽xt为 x t x_t xt的1阶差分: ▽ x t = x t ? x t ? 1 \triangledown x_t=x_t-x_{t-1} ▽xt=xt?xt?1
k步差分
▽ k x t \triangledown_k x_t ▽kxt为 x t x_t xt的1阶差分: ▽ k x t = x t − x t − k \triangledown_k x_t=x_t-x_{t-k} ▽kxt=xt−xt−k
二、python实现
p阶差分
diff_p = diff(data, n=p)
k步差分
diff_k_step = data.diff(k)