DelayEmbeddings.jl

Delay coordinates embedding, Datasets and neighborhoods
Author JuliaDynamics
Popularity
5 Stars
Updated Last
3 Months Ago
Started In
November 2018

DelayEmbeddings.jl

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This repo is a minimal package used throughout JuliaDynamics. The features are:

  1. Defines the Dataset structure, which is a wrapper of Vector{SVector}, used in DynamicalSystems.jl.
  2. Implements methods for delay coordinates embedding (Takens' theorem) with high performance and many features.
  3. Algorithms for estimating optimal delay embedding parameters, the delay time and the number of temporal neighbors (generalization of the "embedding dimension").
  4. Provides a unified neighborhood function that works across different kinds of nearest neighbor searching packages.