pyhctsa.operations.stationarity.local_global¶

pyhctsa.operations.stationarity.local_global(y, subset_how='l', n=None)¶

Compare local statistics to global statistics of a time series.

Parameters:¶

y : ArrayLike¶

The time series to analyse.

subset_how : str, optional¶

The method to select the local subset of time series:

• ’l’: the first n points in a time series (default)

• ’p’: an initial proportion of the full time series

• ’unicg’: n evenly-spaced points throughout the time series

• ’randcg’: n randomly-chosen points from the time series (chosen with replacement)

n : int or float, optional¶

The parameter for the method specified by subset_how. Default is 100 samples or 0.1 (10% of time series length) if proportion.

Returns:¶

A dictionary containing various statistical measures comparing the subset to the full time series.

Return type:¶

dict