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Create plot routine for extractor feets.extractors.ext_slotted_a_length.SlottedA_length #41

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leliel12 opened this issue Jan 21, 2020 · 0 comments
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Create plot routine for extractor SlottedA_length.

Path: feets.extractors.ext_slotted_a_length.py

Features

  • SlottedA_length

Extractor Documentation

SlottedA_length - Slotted Autocorrelation

In slotted autocorrelation, time lags are defined as intervals or slots instead of single values. The slotted autocorrelation function at a certain time lag slot is computed by averaging the cross product between samples whose time differences fall in the given slot.

$$\hat{\rho}(\tau=kh) = \frac {1}{\hat{\rho}(0)\,N_\tau} \sum_{t_i}\sum_{t_j= t_i+(k-1/2)h }^{t_i+(k+1/2)h} \bar{y}_i(t_i)\,\, \bar{y}_j(t_j)$$

Where h is the slot size, is the normalized magnitude, ρ̂(0) is the slotted autocorrelation for the first lag, and Nτ is the number of pairs that fall in the given slot.

>>> fs = feets.FeatureSpace(
...     only=['SlottedA_length'], SlottedA_length={"t": 1})
>>> features, values = fs.extract(**lc_normal)
>>> dict(zip(features, values))
{'SlottedA_length': 1.}

Parameters

  • T: tau - slot size in days (default=1).

References

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