pyhctsa.operations.correlation.periodicity_wang¶
- pyhctsa.operations.correlation.periodicity_wang(y)¶
Periodicity extraction measure of Wang et al. (2007).
Implements an idea based on the periodicity extraction measure proposed in [1].
The time series is detrended using a three-knot cubic regression spline and autocorrelations are computed up to one third of the time-series length. The reported frequency corresponds to the first peak in the autocorrelation function satisfying a set of conditions.
The original paper considered a single threshold of
0.01. This implementation evaluates a range of thresholds:00.010.10.2\(1/\sqrt{N}\)
\(5/\sqrt{N}\)
\(10/\sqrt{N}\)
where \(N\) is the length of the time series.
References