I am not sure I am articulating this question properly, and my unfamiliarity with the proper terminology has hindered my ability to research this question.
I am looking for a metric that captures differences in the length (in time) of departures from the mean.
i have a 2 groups of time series data (below are representative examples).
The coefficient of variation for the 2 is very similar. But visually i can tell that the top timeseries has shorter timespans of deviation from the mean. In fact if i measure the length of departures from the middle 50%, the top has a much shorter median than the bottom. I am hoping there is an established metric for this rather than the ad hoc approach i have taken.
I read about the Hurst exponent, and am not clear on whether that is the appropriate metric for what i am looking for. Comparing a one-sided K-S test is something else that i have considered.
Any suggestions or search terms would be helpful.