pyhctsa.operations.information.first_min

pyhctsa.operations.information.first_min(y, min_what='mi-gaussian', extra_param=None)

Time of first minimum in a given self-correlation function.

Parameters:
y : array-like

The input time series.

min_what : str, optional

Correlation measure to minimize.

Autocorrelation:

  • 'ac': Autocorrelation.

Automutual information (AMI):

  • 'mi': AMI using the JIDT Gaussian estimator (default for AMI).

  • 'mi-kernel': AMI using the JIDT kernel estimator.

  • 'mi-kraskov1': AMI using the JIDT Kraskov estimator (variant 1).

  • 'mi-kraskov2': AMI using the JIDT Kraskov estimator (variant 2).

  • 'mi-hist': AMI using a histogram-based estimator.

Default is 'mi-gaussian'.

extra_param : any, optional

Additional parameter required by the chosen min_what method (e.g., a k-nearest-neighbours parameter for Kraskov-based AMI).

Returns:

The time of the first minimum.

Return type:

int