▽
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
▽
2
x
t
triangledown^2 x_t
▽2xt为
x
t
x_t
xt的2阶差分：
▽
x
t
=
▽
x
t
−
▽
x
t
−
1
triangledown x_t=triangledown x_t-triangledown x_{t-1}
▽xt=▽xt−▽xt−1
▽
p
x
t
triangledown^p x_t
▽pxt为
x
t
x_t
xt的p阶差分：
▽
x
t
=
▽
p
−
1
x
t
−
▽
p
−
1
x
t
−
1
triangledown x_t=triangledown^{p-1} x_t-triangledown^{p-1} x_{t-1}
▽xt=▽p−1xt−▽p−1xt−1
▽ 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)
