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An intuitive guide to differencing time series in Python

Understand the why, what and how of time series differencing!

Eryk Lewinson
Towards Data Science
5 min readOct 13, 2020

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While working with time series, sooner or later you will encounter the term differencing. In this article, I will do my best to provide a simple and easy on the maths introduction to the theory. Then, I will also show two different approaches you can follow in…

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Data Scientist, quantitative finance, gamer. My latest book - Python for Finance Cookbook 2nd ed: https://t.ly/WHHP