pyhctsa.operations.correlation.embed2_dist¶

pyhctsa.operations.correlation.embed2_dist(y, tau=None)¶

Analyzes distances in a 2-dimensional embedding space of a time series.

Returns statistics on the sequence of successive Euclidean distances between points in a two-dimensional time-delay embedding space with a given time-delay, tau.

Outputs include the autocorrelation of distances, the mean distance, the spread of distances, and statistics from an exponential fit to the distribution of distances.

Parameters:¶

y : array-like¶

The z-scored input time series (1D array).

tau : (int, optional)¶

The time delay. If None, it’s set to the first minimum of the autocorrelation function.

Returns:¶

A dictionary containing various statistics of the embedding including the autocorrelation of distances, the mean distance, the spread of distances, and statistics from an exponential fit to the distribution of distances.

Return type:¶

dict