Compute the temporal Laplacian matrix of a time series — temporal_laplacian • adjoin

This function computes the temporal Laplacian matrix of a given time series using a specified weight mode, sigma, and window size.

Usage

temporal_laplacian(
  time,
  weight_mode = c("heat", "binary"),
  sigma = 1,
  window = 2
)

Arguments

time: A numeric vector representing a time series
weight_mode: Character, the mode for computing weights, either "heat" or "binary" (default is "heat")
sigma: Numeric, the sigma parameter for the heat kernel (default is 1)
window: Integer, the window size for computing adjacency (default is 2)

Value

A sparse symmetric matrix representing the computed temporal Laplacian

Examples

time <- 1:10

result <- temporal_laplacian(time, weight_mode = "heat", sigma = 1, window = 2)