cross_corr_plot

cross_corr_plot(ts: TSDataset, n_segments: int = 10, maxlags: int = 21, segments: Optional[List[str]] = None, columns_num: int = 2, figsize: Tuple[int, int] = (10, 5))

Cross-correlation plot between multiple timeseries.

Parameters

• ts (TSDataset) – TSDataset with timeseries data

• n_segments (int) – number of random segments to plot, ignored if parameter segments is set

• maxlags (int) – number of timeseries shifts for cross-correlation, should be >=1 and <= len(timeseries)

• segments (Optional[List[str]]) – segments to plot

• columns_num (int) – number of columns in subplots

• figsize (Tuple[int, int]) – size of the figure per subplot with one segment in inches

Raises

ValueError: – parameter maxlags doesn’t satisfy constraints