hctsa
The hypothetical particle (or 'walker') moves in response to values of the time series at each point. The walker narrows the gap between its value and that of the time series by 10
walker_propcross(y)
the input time series
fraction of time series length that walker crosses time series
B.D. Fulcher and N.S. Jones. hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. Cell Systems 5, 527 (2017).
B.D. Fulcher, M.A. Little, N.S. Jones Highly comparative time-series analysis: the empirical structure of time series and their methods. J. Roy. Soc. Interface 10, 83 (2013).