Time of first minimum in the autocorrelation function from software package hctsa

firstmin_ac(
  x,
  acfv = stats::acf(x, lag.max = N - 1, plot = FALSE, na.action = na.pass)
)

Arguments

x

the input time series

acfv

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

Value

The lag of the first minimum

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

Examples

firstmin_ac(WWWusage)
#> [1] 21