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[FEA] Series autocorr #9635

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beckernick opened this issue Nov 8, 2021 · 0 comments · Fixed by #9833
Closed

[FEA] Series autocorr #9635

beckernick opened this issue Nov 8, 2021 · 0 comments · Fixed by #9833
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@mayankanand007
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feature request New feature or request good first issue Good for newcomers Python Affects Python cuDF API.
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Pandas API Alignm...

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@beckernick
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For pandas API compatibility, we can implement Series.autocorr. autocorr calculates the Pearson correlation between the Series and itself lagged by N steps. Conceptually, this is a combination of shift and corr.

import pandas as pd
​
s = pd.Series([0.25, 0.5, 0.2, -0.05])
print(s.autocorr())
print(s.autocorr(lag=2))
0.10355263309024071
-0.9999999999999999
@beckernick beckernick added feature request New feature or request good first issue Good for newcomers Python Affects Python cuDF API. labels Nov 8, 2021
@mayankanand007 mayankanand007 self-assigned this Dec 2, 2021
@mayankanand007 mayankanand007 mentioned this issue Dec 2, 2021
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@rapids-bot rapids-bot bot closed this as completed in #9833 Dec 7, 2021
rapids-bot bot pushed a commit that referenced this issue Dec 7, 2021
@mayankanand007
Adding support for Series.autocorr (#9833)
a5633c2 
Fixes: #9635 

TODO:
- [x] add implementation
- [x] tests
- [x] add to `.rst` files for documentation

Authors:
  - Mayank Anand (https://github.com/mayankanand007)

Approvers:
  - GALI PREM SAGAR (https://github.com/galipremsagar)
  - Michael Wang (https://github.com/isVoid)

URL: #9833
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@mayankanand007 mayankanand007

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feature request New feature or request good first issue Good for newcomers Python Affects Python cuDF API.
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Pandas API Alignment and Coverage
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Adding support for Series.autocorr mayankanand007/cudf
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@beckernick @mayankanand007