Simple MDE Example

MDE of 5-D Lorenz '96 data

Import Lorenz5D data from pyEDM

from pyEDM import sampleData
df = sampleData['Lorenz5D']

Import MDE library dimx

import dimx as dx

Instantiate MDE class object

m = dx.MDE( df, 
            target = 'V1', 
            D = 4, 
            removeColumns = ['Time','V1'], # Ignore Time and target V1
            embedDimRhoMin = 0.1,          # Pearson rho minimum for CCM embedding dimension
            crossMapRhoMin = 0.1 )         # Pearson rho minimum for simplex cross map

Run MDE

m.Run()

Validate() set empty lib to [1, 500]
Validate() set empty pred to [501, 1000]
Run() warning: ccmSeed is None; CCM uses random library samples, so cached slopes will not match a recompute. Set ccmSeed to a fixed integer for reproducible selection.

MDE output

m.MDEOut
variables rho
0 V5 0.297881
1 V4 0.795469
2 V3 0.939417
3 V2 0.976182 
m.Plot()
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