Is there any numpy autocorrellation function with standardized output?

Question

I followed the advice of defining the autocorrelation function in another post:

def autocorr(x):
    result = np.correlate(x, x, mode = \'full\')
    maxcorr         


        

Answer 1

So your problem with your initial attempt is that you did not subtract the average from your signal. The following code should work:

timeseries = (your data here)
mean = np.mean(timeseries)
timeseries -= np.mean(timeseries)
autocorr_f = np.correlate(timeseries, timeseries, mode='full')
temp = autocorr_f[autocorr_f.size/2:]/autocorr_f[autocorr_f.size/2]
iact.append(sum(autocorr_f[autocorr_f.size/2:]/autocorr_f[autocorr_f.size/2]))

In my example temp is the variable you are interested in; it is the forward integrated autocorrelation function. If you want the integrated autocorrelation time you are interested in iact.