kedm.eval_simplex

kedm.eval_simplex(lib: numpy.ndarray[numpy.float32], pred: numpy.ndarray[numpy.float32], *, target: numpy.ndarray[numpy.float32] = None, E: int = 1, tau: int = 1, Tp: int = 1) → float

Predict a time series from another using Simplex projection and quantify its predictive skill.

Parameters:

  • lib – Library time series

  • pred – Prediction time series

  • target – Target time series (defaults to lib if None)

  • E – Embedding dimension

  • tau – Time delay

  • Tp – Prediction interval

Returns:

Pearson’s correlation coefficient between observation and prediction