Convergent Cross Mapping
Implements Convergent Cross Mapping (CCM) (Sugihara et al. Science 2012) 2017/04/08 - Leonardo Barbosa
[x_r, y_r, x_o, y_o] = ccm(x,y,tau)
Parameters:
x, y : original time series tau : step between samples to construct the shadow manifold (default 1) E : size of the window to construct the manifold (default 10% original size)
Returns:
x_r, y_r : reconstructed time series x_o, y_o : truncated original time series (so that first sample of x_o is contemporaneous of x_r, i.e. reconstructed time series are missing N samples in the beggining, where N = 1+(E-1)*tau)