def agg_autocorrelation(x, param):
    r"""
    Calculates the value of an aggregation function :math:`f_{agg}` (e.g. the variance or the mean) over the
    autocorrelation :math:`R(l)` for different lags. The autocorrelation :math:`R(l)` for lag :math:`l` is defined as

    .. math::

        R(l) = \frac{1}{(n-l)\sigma^{2}} \sum_{t=1}^{n-l}(X_{t}-\mu )(X_{t+l}-\mu)

    where :math:`X_i` are the values of the time series, :math:`n` its length. Finally, :math:`\sigma^2` and
    :math:`\mu` are estimators for its variance and mean
    (See `Estimation of the Autocorrelation function <http://en.wikipedia.org/wiki/Autocorrelation#Estimation>`_).

    The :math:`R(l)` for different lags :math:`l` form a vector. This feature calculator applies the aggregation
    function :math:`f_{agg}` to this vector and returns

    .. math::

        f_{agg} \left( R(1), \ldots, R(m)\right) \quad \text{for} \quad m = max(n, maxlag).

    Here :math:`maxlag` is the second parameter passed to this function.

    :param x: the time series to calculate the feature of
    :type x: numpy.ndarray
    :param param: contains dictionaries {"f_agg": x, "maxlag", n} with x str, the name of a numpy function
                  (e.g. "mean", "var", "std", "median"), its the name of the aggregator function that is applied to the
                  autocorrelations. Further, n is an int and the maximal number of lags to consider.
    :type param: list
    :return: the value of this feature
    :return type: float
    """
    # if the time series is longer than the following threshold, we use fft to calculate the acf
    THRESHOLD_TO_USE_FFT = 1250
    var = np.var(x)
    n = len(x)
    max_maxlag = max([config["maxlag"] for config in param])

    if np.abs(var) < 10**-10 or n == 1:
        a = [0] * len(x)
    else:
        a = acf(x, unbiased=True, fft=n > THRESHOLD_TO_USE_FFT, nlags=max_maxlag)[1:]
    return [("f_agg_\"{}\"__maxlag_{}".format(config["f_agg"], config["maxlag"]),
             getattr(np, config["f_agg"])(a[:int(config["maxlag"])])) for config in param]