pyhctsa.operations.correlation.tc3

pyhctsa.operations.correlation.tc3(y, tau='ac')

Normalized nonlinear autocorrelation function, tc3.

Computes the tc3 function, a normalized nonlinear autocorrelation, at a given time-delay, tau. Statistic is for two time-delays, normalized in terms of a single time delay. Used as a test statistic for higher order correlational moments in surrogate data analysis.

Parameters:
y : array-like

Input time series.

tau : int or str, optional

Time lag. Can be:

  • int: Use the specified lag.

  • ’ac’: Use the first zero-crossing of the autocorrelation function. Default is ‘ac’.

  • ’mi’: Use the first minimum of the automutual information function.

Returns:

A dictionary containing:

  • ’raw’: The raw tc3 expression

  • ’abs’: The magnitude of the raw expression

  • ’num’: The numerator

  • ’absnum’: The magnitude of the numerator

  • ’denom’: The denominator

Return type:

dict