kedm.xmap

kedm.xmap(dataset: Annotated[numpy.typing.ArrayLike, numpy.float32], edims: collections.abc.Sequence[SupportsInt], tau: SupportsInt = 1, Tp: SupportsInt = 0) → numpy.typing.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.