The first zero crossing of the autocorrelation function from software package hctsa

Search up to a maximum of the length of the time series

Usage

firstzero_ac(y, acfv = stats::acf(y, N - 1, plot = FALSE, na.action = na.pass))

Arguments

y

the input time series

acfv

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

Value

The first zero crossing of the autocorrelation function

Details

Accelerated implementation: for a complete (no-NA) series with no user-supplied acfv, dispatches to C++, which computes autocorrelations lag-by-lag and stops at the first crossing. Otherwise the original pure-R logic is used.

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