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I have a series of values, they are a time series. I know what standard deviation is. I want to measure how much values in a series differ from one value to the next.

50,50,50,50,50,100,100,100,100,100

50,100,50,100,50,100,50,100,50,100

This two series have the same standard deviation. I want to know is there some other measure that would measure how this two series are different. The series are made for better understanding of my point, they are not real numbers.

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  • $\begingroup$ You could construct a linear model (maybe polynomial given your data) and look at the R^2 (ratio explained variance) by the curve. $\endgroup$ – user2974951 Sep 13 '18 at 9:04
  • $\begingroup$ Did you ever find a measure that measures this? $\endgroup$ – guy Oct 27 '18 at 17:04

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