I'm doing timeseries modelling and I want to parameterize the randomeness seen in the first picture compared to the second one. I have the standard deviation as input to my model but I'm looking for something else. The figures describe the power draw of a motor that operate something subjected to friction depending on the time of the sequence.

"chaotic timeseries

"normal" timeseries

  • $\begingroup$ What do you want that standard deviation or variance does not give you? $\endgroup$
    – Dave
    Aug 5 at 13:54


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