pyhctsa.operations.stationarity.local_distributions¶

pyhctsa.operations.stationarity.local_distributions(y, num_segs=5, each_or_par='par', num_points=200)¶

Compares the distribution in consecutive time-series segments.

Returns the sum of differences between each kernel-smoothed distribution, either comparing each segment to the parent (full time series) distribution or to all other segments.

Parameters:¶

y : array-like¶

The input time series.

num_segs : int, optional¶

The number of segments to break the time series into. Default is 5.

each_or_par : {'par', 'each'}, optional¶

• ‘par’: compares each local distribution to the parent (full time series) distribution.

• ’each’: compares each local distribution to all other local distributions.

Default is ‘par’.

num_points : int, optional¶

Number of points to compute the distribution across in each local segment. Default is 200.

Returns:¶

Measures of the sum of absolute deviations between distributions across the different pairwise comparisons.

Return type:¶

dict