pyhctsa.operations.correlation.histogram_ami¶

pyhctsa.operations.correlation.histogram_ami(y, tau=1, meth='even', num_bins=10)¶

The automutual information of the distribution using histograms.

Computes the automutual information between a time series and its time-delayed version using different methods for binning the data.

Parameters:¶

y : array-like¶

The input time series

tau : int, list, or str, optional¶

The time-lag(s) (default: 1) Can be an integer time lag, list of time lags, or ‘ac’/’tau’ to use first zero-crossing of autocorrelation function

meth : str, optional¶

The method for binning data (default: ‘even’):

• ’even’: evenly-spaced bins through the range

• ’std1’: bins extending to ±1 standard deviation from mean

• ’std2’: bins extending to ±2 standard deviations from mean

• ’quantiles’: equiprobable bins using quantiles

num_bins : int, optional¶

The number of bins to use (default: 10)

Returns:¶

If single tau: The automutual information value If multiple taus: Dictionary of automutual information values

Return type:¶

Union[float, dict]