kedm.edim

kedm.edim(timeseries: numpy.ndarray[numpy.float32], E_max: int = 20, tau: int = 1, Tp: int = 1) → int

Estimate the optimal embedding dimension of a time series.

Parameters:

• timeseries – Time series

• E_max – Maximum embedding dimension (E is varied from 1 to E_max)

• tau – Time delay

• Tp – Prediction interval

Returns:

Optimal embedding dimension of the time series