TimeReversalAsymmetryStatistic: TimeReversalAsymmetryStatistic

In shapelets/khiva-r: KHIVA-R library.

Description

This function calculates the value of:

Usage

TimeReversalAsymmetryStatistic(arr, lag)

Arguments

arr	KHIVA array with the time series.
lag	The lag to be computed.

Details

\frac{1}{n-2lag} ∑_{i=0}^{n-2lag} x_{i + 2 \cdot lag}^2 \cdot x_{i + lag} - x_{i + lag} \cdot x_{i}^2

which is

{E}[L^2(X)^2 \cdot L(X) - L(X) \cdot X^2]

where {E} is the mean and L is the lag operator. It was proposed in [1] as a promising feature to extract from time series.

Value

KHIVA array containing the count of the given value in each time series.

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.