added missing lag in time assymetry statistic

closes issue #198
blue-yonder · Jul 10, 2017 · 02c7bd2 · 02c7bd2
1 parent 9ff06a4
commit 02c7bd2
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diff --git a/tests/feature_extraction/test_feature_calculations.py b/tests/feature_extraction/test_feature_calculations.py
@@ -462,11 +462,11 @@ def test_time_reversal_asymmetry_statistic(self):
         self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, 0, 2)
         self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, 0, 3)
 
-        x = [1, 2, -3, 4]
-        # 1/2 * ( (4^2 * 2 + 3 * 2^2) + (3^2*1)-(2*1^1)) = 1/2 * (32+12+9-2) = 51/2
-        self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, 25.5, 1)
-        # 4^2 * 1 - 2 * 1^2 = 16 -2
-        self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, 14, 2)
+        x = [1, 2, - 3, 4]
+        # 1/2 * ( (4^2 * -3 + 3 * 2^2) + (3^2*2)-(2*1^1)) = 1/2 * (-48+12+18-2) = 20/2
+        self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, -10, 1)
+        # 4^2 * -3 - (-3) * 1^2 = -48 +3
+        self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, -45, 2)
         self.assertAlmostEqualOnAllArrayTypes(time_reversal_asymmetry_statistic, x, 0, 3)
 
     def test_binned_entropy(self):

diff --git a/tsfresh/feature_extraction/feature_calculators.py b/tsfresh/feature_extraction/feature_calculators.py
@@ -1069,9 +1069,10 @@ def time_reversal_asymmetry_statistic(x, lag):
     if 2 * lag > n:
         return 0
     elif 2 * lag == n:
-        return x[n-1] * x[n-1] * x[0] - x[lag-1] * x[0] * x[0]
+        return x[n-1] * x[n-1] * x[n//2] - x[n//2] * x[0] * x[0]
     else:
-        return np.mean((np.roll(x, 2 * -lag) * np.roll(x, 2 * -lag) * x - np.roll(x, -lag) * x * x)[0:(n - 2 * lag)])
+        return np.mean((np.roll(x, 2 * -lag) * np.roll(x, 2 * -lag) * np.roll(x, -lag) -
+                        np.roll(x, -lag) * x * x)[0:(n - 2 * lag)])
 
 
 @set_property("fctype", "simple")