theiler_window

theiler_window

Functions:

Name	Description
theiler_window	Build a per-query mask that excludes temporally close library points.

theiler_window

theiler_window(t1: np.ndarray, t2: np.ndarray, width: int) -> Mask

Build a per-query mask that excludes temporally close library points.

Passing the result as mask to simplex_projection, soft_simplex_projection, or smap gives leave-one-out prediction with Theiler window exclusion when Q is X and t1 is t2.

Parameters:

Name	Type	Description	Default
t1	ndarray	Time indices of the query points, shape (M,) or (B, M).	required
t2	ndarray	Time indices of the library points, shape (N,) or (B, N).	required
width	int	Theiler window half-width. Library points j where “	t1[i] - t2[j]

Returns:

Name	Type	Description
mask	Mask	mask(i, j), or mask(b, i, j), True where the library point lies outside the window.