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, use kedm.ccm.