metrics.py 文件源码

def estimated_autocorrelation(x):
    n = len(x)
    variance = x.var()
    x = x - x.mean()
    r = np.correlate(x, x, mode='full')[-n:]
    assert np.allclose(r, np.array([(x[:n - k] * x[-(n - k):]).sum() for k in range(n)]))
    result = r / (variance * (np.arange(n, 0, -1)))
    return result