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Implement pairwise asymmetric inference algorithm (PAI) #3

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kahaaga opened this issue Nov 25, 2018 · 0 comments
Open

Implement pairwise asymmetric inference algorithm (PAI) #3

kahaaga opened this issue Nov 25, 2018 · 0 comments
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kahaaga commented Nov 25, 2018

The pairwise asymmetric inference algorithm (PAI) is a minor tweak to the cross mapping algorithm from Sugihara et al. (2012), where information about the driver (which we're trying to predict) is also included in the embedding (which is usually just a delay embedding of the time series for the putative response variable).

From McCracken, James M., and Robert S. Weigel. "Convergent cross-mapping and pairwise asymmetric inference." Physical Review E 90.6 (2014): 062903. https://journals.aps.org/pre/abstract/10.1103/PhysRevE.90.062903

Easy to get in place once #2 is implemented.

@kahaaga kahaaga self-assigned this Nov 25, 2018
@kahaaga kahaaga added the enhancement New feature or request label Nov 25, 2018
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