The hypothetical particle (or 'walker') moves in response to values of the time series at each point. The walker narrows the gap between its value and that of the time series by 10%.

walker_propcross(y)

Arguments

y

the input time series

Value

fraction of time series length that walker crosses 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