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Analyzer DataRetrievers getTimeSeriesTransitionMatrix

tawnamorgan edited this page Oct 8, 2018 · 1 revision

This function generates the transfer function between discrete levels in a time series.

Inputs

timeSeries: input time series

numStates: the number of states to divide time series data into.

Outputs

TM: The transition matrix.

bins: The bins corresponding to the transition matrix.

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