pyhctsa.operations.correlation.fzcglscf¶

pyhctsa.operations.correlation.fzcglscf(y, alpha, beta, max_tau=None)¶

The first zero-crossing of the generalized self-correlation function.

Returns the first zero-crossing of the generalized self-correlation function (GLSCF) introduced by Queirós and Moyano (2007). The function calculates the GLSCF at increasing time delays until it finds a zero crossing, and returns this lag value.

Uses glscf to calculate the generalized self-correlations at each lag.

References

Parameters:¶

y : array-like¶

The input time series.

alpha : float¶

The parameter alpha for GLSCF calculation. Must be non-zero.

beta : float¶

The parameter beta for GLSCF calculation. Must be non-zero.

max_tau : int, optional¶

Maximum time delay to search up to. If None, uses the time-series length N. At lags of N - 1 and N the GLSCF is NaN (a single point or an empty segment remains), and a NaN does not count as a sign change. Default is None.

Returns:¶

The time lag τ of the first zero-crossing of the GLSCF, linearly interpolated between the two lags either side of the sign change. If the GLSCF never changes sign, max_tau (N by default).

Return type:¶

float