Pandas reverse of diff()

Question

I have calculated the differences between consecutive values in a series, but I cannot reverse / undifference them using diffinv():

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Answer 1

You can use diff_inv from pmdarima.Docs link

# genarating random table
  np.random.seed(10)
  vals = np.random.randint(1, 10, 6)
  df_t = pd.DataFrame({"a":vals})

  #creating two columns with diff 1 and diff 2
  df_t['dif_1'] = df_t.a.diff(1)
  df_t['dif_2'] = df_t.a.diff(2)

  df_t

    a   dif_1   dif_2
  0 5   NaN     NaN
  1 1   -4.0    NaN
  2 2   1.0    -3.0
  3 1   -1.0    0.0
  4 2   1.0     0.0
  5 9   7.0     8.0

Then create a function that will return an array with inverse values of diff.

from pmdarima.utils import diff_inv

def inv_diff (df_orig_column,df_diff_column, periods):
# Generate np.array for the diff_inv function - it includes first n values(n = 
# periods) of original data & further diff values of given periods
value = np.array(df_orig_column[:periods].tolist()+df_diff_column[periods:].tolist())

# Generate np.array with inverse diff
inv_diff_vals = diff_inv(value, periods,1 )[periods:]
return inv_diff_vals

Example of Use:

# df_orig_column - column with original values
# df_diff_column - column with differentiated values
# periods - preiods for pd.diff()
inv_diff(df_t.a, df_t.dif_2, 2) 

Output:

array([5., 1., 2., 1., 2., 9.])