std1st_der | R Documentation |
hctsa
Modified from SY_StdNthDer
in hctsa
. Based on an idea by Vladimir Vassilevsky.
std1st_der(y)
y |
the input time series. Missing values will be removed. |
Standard deviation of the first derivative of the time series.
Yangzhuoran Yang
cf. http://www.mathworks.de/matlabcentral/newsreader/view_thread/136539
B.D. Fulcher and N.S. Jones. hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. Cell Systems 5, 527 (2017).
B.D. Fulcher, M.A. Little, N.S. Jones Highly comparative time-series analysis: the empirical structure of time series and their methods. J. Roy. Soc. Interface 10, 83 (2013).
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