std1st_der {tsfeatures}

Standard deviation of the first derivative of the time series from software package hctsa

Description

Modified from SY_StdNthDer in hctsa. Based on an idea by Vladimir Vassilevsky.

Usage

std1st_der(y)

Arguments

y

the input time series. Missing values will be removed.

Value

Standard deviation of the first derivative of the time series.

Author(s)

Yangzhuoran Yang

References

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).