pyhctsa.operations.information.automutual_info_stats¶

pyhctsa.operations.information.automutual_info_stats(y, max_tau=None, est_method='kernel', extra_param=None)¶

Calculate statistics on the automutual information (AMI) function of a time series.

This function computes various statistics on how the automutual information changes with increasing time delay, including basic statistics, periodicities, and crossings.

Parameters:¶

y : array-like¶

Input time series (1D).

max_tau : int, optional¶

Maximum time delay to investigate. If None, uses N/4 where N is the length of the time series, but won’t exceed N/2.

est_method : {'gaussian', 'kernel', 'kraskov1', 'kraskov2'}, optional¶

Method for estimating mutual information (passed to automutual_info). Default is ‘kernel’.

extra_param : int or str, optional¶

Extra parameter for the estimator (passed to automutual_info). For Kraskov estimators, sets the number of nearest neighbors ‘k’.

Returns:¶

Dictionary containing AMI statistics.

Return type:¶

dict