Calculates the numerator of the trev function, a normalized nonlinear autocorrelation, The time lag is set to 1.

trev_num(y)

Arguments

y

the input time series

Value

the numerator of the trev function of a time series

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

trev_num(WWWusage)
#> [1] 109.1515