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Here we present our Python toolbox "MR. Estimator" to reliably estimate the intrinsic timescale from electrophysiologal recordings of heavily subsampled systems. Originally intended for the analysis of time series from neuronal spiking activity, our toolbox is applicable to a wide range of systems where subsampling—the difficulty to observe the whole system in full detail—limits our capability to record. Applications range from epidemic spreading to any system that can be represented by an autoregressive process. In the context of neuroscience, the intrinsic timescale can be thought of as the duration over which any perturbation reverberates within the network; it has been used as a key observable to investigate a functional hierarchy across the primate cortex and serves as a measure of working memory. It is also a proxy for the distance to criticality and quantifies a system's dynamic working point. [ABSTRACT FROM AUTHOR]

In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling. Spatial subsampling can strongly bias inferences about a system's aggregated properties. To overcome the bias, we derive analytically a subsampling scaling framework that is applicable to different observables, including distributions of neuronal avalanches, of number of people infected during an epidemic outbreak, and of node degrees. We demonstrate how to infer the correct distributions of the underlying full system, how to apply it to distinguish critical from subcritical systems, and how to disentangle subsampling and finite size effects. Lastly, we apply subsampling scaling to neuronal avalanche models and to recordings from developing neural networks. We show that only mature, but not young networks follow power-law scaling, indicating self-organization to criticality during development. [ABSTRACT FROM AUTHOR]