Create plot routine for extractor feets.extractors.ext_eta_e.Eta_e

[leliel12]

Create plot routine for extractor Eta_e.

Path: feets.extractors.ext_eta_e.py

Features

• Eta_e

Extractor Documentation

Eta_e (η^e)

Variability index η is the ratio of the mean of the square of successive differences to the variance of data points. The index was originally proposed to check whether the successive data points are independent or not. In other words, the index was developed to check if any trends exist in the data (von Neumann 1941). It is defined as:

$$\eta = \frac{1}{(N-1)\sigma^2} \sum_{i=1}^{N-1} (m_{i+1}-m_i)^2$$

The variability index should take a value close to 2 for a normal distribution.

Although η is a powerful index for quantifying variability characteristics of a time series, it does not take into account unequal sampling. Thus η^r is defined as:

$$\eta^e = \bar{w} \, (t_{N-1} - t_1)^2 \frac{\sum_{i=1}^{N-1} w_i (m_{i+1} - m_i)^2} {\sigma^2 \sum_{i=1}^{N-1} w_i}$$

Where:

$$w_i = \frac{1}{(t_{i+1} - t_i)^2}$$

Example:

>>> fs = feets.FeatureSpace(only=['Eta_e'])
>>> features, values = fs.extract(**lc_normal)
>>> dict(zip(features, values))
{'Eta_e': 2.0028592616231866}

References