Bootstrap-based stationarity measure from software package hctsa

100 time-series segments of length l are selected at random from the time series and the mean of the first zero-crossings of the autocorrelation function in each segment is calculated.

Usage

spreadrandomlocal_meantaul(y, l = 50)

Arguments

y

the input time series

l

the length of local time-series segments to analyse as a positive integer. Can also be a specified character string: "ac2": twice the first zero-crossing of the autocorrelation function

Value

mean of the first zero-crossings of the autocorrelation function

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