JuliaDynamics / ComplexityMeasures.jl

Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
MIT License
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Determining the bin visitations for `TransferOperator` can be faster #194

Open kahaaga opened 1 year ago

kahaaga commented 1 year ago

When determining bin visitations for the estimation of the rectangular transfer operator, the bins are sorted after order of first appearance according to the input pts.

If first sorting the input data, the search for visitations is quite a bit faster. However, then we loose temporal ordering, which is essential for the transfer operator approximation to be valid, so we must sort back with respect to the original time indices.

My hypothesis is that the added benefit of the inital sort vastly outweights the added cost of re-indexing after visitations have been determined. Try that.