pyhctsa.operations.correlation.embed2¶

pyhctsa.operations.correlation.embed2(y, tau='tau')¶

Statistics of the time series in a 2-dimensional embedding space.

Embeds the (z-scored) time series in a two-dimensional time-delay embedding space with a given time-delay, tau, and outputs a set of statistics about the structure in this space, including angular distribution, stationarity, Euclidean distances from the origin, and statistics on outliers.

Parameters:¶

y : array-like¶

The input time series.

tau : int or str, optional¶

The time delay: an integer number of samples, or a rule that sets it from the series: 'tau' (or 'ac'; the first zero crossing of the autocorrelation function), 'ac1e' (the floor of its first 1/e crossing) or 'mi' (the smaller of the first minimum of the Kraskov automutual information and the 'ac1e' delay); see get_tau(). A delay set by a rule is capped at N/10; if it cannot be set the output is NaN. Default is 'tau'.

Returns:¶

Dictionary containing:

• Distribution of angles between successive points in the embedding space.

• Stationarity of the angular distribution (across segments).

• Euclidean distances from the origin (mean, std, etc.).

• Statistics on outliers in the embedding space (e.g., area ratios).

Return type:¶

dict