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better docstring for traditional optimal
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Datseris committed Sep 24, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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name = "DelayEmbeddings"
uuid = "5732040d-69e3-5649-938a-b6b4f237613f"
repo = "https://github.com/JuliaDynamics/DelayEmbeddings.jl.git"
version = "2.0.0"
version = "2.0.1"

[deps]
Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7"
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21 changes: 11 additions & 10 deletions src/traditional_de/automated.jl
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Expand Up @@ -28,37 +28,38 @@ For calculating `E` to estimate the dimension we use the given `method` which ca
For more details, see individual methods: [`delay_afnn`](@ref), [`delay_ifnn`](@ref),
[`delay_fnn`](@ref), [`delay_f1nn`](@ref).
The special keywords `` denote for which possible embedding
dimensions should the statistics be computed for.
!!! warn "Careful in automated methods"
While this method is automated if you want to be **really sure** of the results,
you should directly calculate the statistic and plot its values versus the
dimensions.
## Keywords
## Keyword Arguments
The keywords
```
```julia
τs = 1:100, dmax = 10
```
denote which delay times and embedding dimensions `ds ∈ 1:dmax` to consider when calculating
optimal embedding. All remaining keywords are propagated to the low level functions:
optimal embedding. The keywords
```julia
slope_thres = 0.05, stoch_thres = 0.1, fnn_thres = 0.05
```
are specific to this function, see Description below.
All remaining keywords are propagated to the low level functions:
```
fnn_thres::Real = 0.05, slope_thres::Real= 0.2, w::Int=1,
rtol=10.0, atol=2.0, τs = 1:100, metric = Euclidean(), r::Real=2.0,
stoch_thres = 0.1
w, rtol, atol, τs, metric, r
```
## Description
We estimate the optimal embedding dimension based on the given delay time gained
from `dmethod` as follows: For Cao's method the optimal dimension is reached,
when the slope of the `E₁`-statistic (output from `"afnn"`) falls below the
threshold `slope_thres` (default is .05) and the according stochastic test turns
threshold `slope_thres` and the according stochastic test turns
out to be false, i.e. if the `E₂`-statistic's first value is `< 1 - stoch_thres`.
For all the other methods we return the optimal embedding dimension
when the corresponding FNN-statistic (output from `"ifnn"`, `"fnn"` or `"f1nn"`)
falls below the fnn-threshold `fnn_thres` (Default is .05) AND the slope of the
falls below the fnn-threshold `fnn_thres` AND the slope of the
statistic falls below the threshold `slope_thres`. Note that with noise
contaminated time series, one might need to adjust `fnn_thres` according to the
noise level.
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