momentum 0.0.3

Time series models as pure functions, hyper-optimized by all the popular packages

momentum

Running mean, variance, kurtosis and skew

• No dependencies ... not even numpy.
• No classes ... unless you want them.
• State is a dict, for trivial serialization.
• Tested against scipy, creme, statistics
• Includes population variance

Install

%pip install momentum

Usage: running mean, var

from momentum import var_init, var_update
from pprint import pprint

m = var_init()
for x in [5,3,2.4,1.0,5.0]:
    m = var_update(m,x)
pprint(m)

Usage: running mean, var, kurtosis and skew

from momentum import kurtosis_init, kurtosis_update

m = kurtosis_init()
for x in [5,3,2.4,1.0,5.0]:
    m = kurtosis_update(m,x)
pprint(m)

File an issue if you need more help using this.