Angle autocorrelation in a 2-dimensional embedding space.
Investigates how the autocorrelation of angles between successive points in
the two-dimensional time-series embedding change as tau varies from
tau = 1, 2, …, max_tau.
- Parameters:
- y : array-like
The input time series (column vector).
- max_tau : int
The maximum time lag to consider.
- Returns:
Dictionary containing statistics of the autocorrelation of angles for each tau,
including mean, max, min, and autocorrelation at different lags.
- Return type:
dict