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6.17 return_time

return_time may be used to find hidden periodicity in multivariate data, e.g. embedded time series data. It computes a histogram of return times. For any given reference point, return_time calculates the time span until the time series returns to that location in phase space (by means of nearest neighbors). A histogram of these time spans is computed. Strong peaks in this histogram might be a sign of periodicity in the data.

Syntax:

Input arguments:

Output arguments:


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