Use multiple input timeseries as training

[JonasIsensee]

We need a way to combine multiple time series of one system
with different initial conditions into a single training set.
How could this best be done?

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[JonasIsensee]

I found the answer myself.
For temporal prediction it is something like

R1 = reconstruct(train1[1:end-1], em)
R2 = reconstruct(train2[1:end-1], em)
R3 = reconstruct(train3[1:end-1], em)

R_combined = vcat(R1, R2, R3)
tree = KDTree(R_combined)
train_combined = vcat(train1, train2[1+τmax:end], train3[1+τmax:end])
prediction_starter = "this needs to be passed explicitly or it is taken from the end of train3"

If we prepare the training sets in this way, we do not need to change the prediction algorithm.