TimeseriesFeatures

Documentation for TimeseriesFeatures, including syntax for the Feature, FeatureSet, and FeatureArray types.

TimeseriesFeatures.RAD — Function
RAD(x, τ=1, doAbs=true)

Compute the rescaled auto-density, a metric for inferring the distance to criticality that is insensitive to uncertainty in the noise strength. Calibrated to experiments on the Hopf bifurcation with variable and unknown measurement noise.

Inputs: x: The input time series (vector). doAbs: Whether to centre the time series at 0 then take absolute values (logical flag) τ: The embedding and differencing delay in units of the timestep (integer), or :τ

Outputs: f: The RAD feature value

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