kedm.xmap¶
- kedm.xmap(dataset: numpy.ndarray[numpy.float32], edims: List[int], tau: int = 1, Tp: int = 0) numpy.ndarray[numpy.float32] ¶
Estimate the strength of causal interaction between multiple time series.
- Parameters:
dataset – A 2D array where columns conrrespond to individual time series
edims – Embedding dimension for each time series (can be computed using
kedm.edim
)tau – Time delay
Tp – Prediction interval
- Returns:
A 2D array where each element represents the interaction strength between two time series.
Note
kedm.xmap
performs a single cross mapping using the full time series as library. To perform Convergent Cross Mapping, usekedm.ccm
.