kedm.eval_simplex

kedm.eval_simplex(lib: Annotated[numpy.typing.ArrayLike, numpy.float32], pred: Annotated[numpy.typing.ArrayLike, numpy.float32], *, target: Annotated[numpy.typing.ArrayLike, numpy.float32] = None, E: SupportsInt = 1, tau: SupportsInt = 1, Tp: SupportsInt = 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

Note

If target is given (cross mapping), the prediction is compared to target. Otherwise, the prediction is compared to pred.