Time reversal asymmetry statistic.
Calculates a time reversal asymmetry statistic as described by D. Kaplan.
This statistic quantifies the asymmetry of a time series under time reversal.
- Parameters:
- y : array-like
The input time series.
- time_lag : int, optional
The time scale (in samples) to use for the embedding (default is 1).
- Returns:
The time reversal asymmetry statistic.
- Return type:
float