The time lag is set to the first zero crossing of the autocorrelation function.

embed2_incircle(
  y,
  boundary = NULL,
  acfv = stats::acf(y, length(y) - 1, plot = FALSE, na.action = na.pass)
)

Arguments

y

the input time series

boundary

the given circular boundary, setting to 1 or 2 in CompEngine. Default to 1.

acfv

vector of autocorrelation, if exist, used to avoid repeated computation.

Value

the proportion of points inside a given circular boundary

References

B.D. Fulcher and N.S. Jones. hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. Cell Systems 5, 527 (2017).

B.D. Fulcher, M.A. Little, N.S. Jones Highly comparative time-series analysis: the empirical structure of time series and their methods. J. Roy. Soc. Interface 10, 83 (2013).

Author

Yangzhuoran Yang