Time Lag DMDc

[nmank]

Hello! I think it would be nice to allow for time lags in DMDc greater than 1 (in line 306-307 dmdc.py).

I wrote my own code to do this and have been using it for some research problems. I think it would be a good addition to the DMDc class and I am happy to add this functionality if you think it is a good idea.

[mtezzele]

Hi @nmank! If you think this could be a good addition, feel free to open a PR so we have a better understanding of the proposed solution and see how it fits the package. Thanks!

[nmank]

Thanks for the quick reply @mtezzele

I opened a PR with my addition (very few changes)!

[ndem0]

Hi @nmank, thanks for the addition (on #515)!
Actually, I'm wondering if the lag parameter can be extended also to other DMD variants.

Do you plan to add the lag to other classes? In your opinion is it something that worth it?

[nmank]

Hi @ndem0 thanks for your compliment :)

Hmm. Perhaps... exact DMD works without the lag parameter by passing in X and Y to the fit method. I'm not sure if the other DMD variants work similarly, but I can look. I'll certainly open another pull request if I see that the lag parameter could prove useful for other classes