def train_test_split(x1, x2, percent=0.75):
    """Splits the embedded time series into a training set and testing set.

    Parameters
    ----------
    x1 : 2D array
        Embed time series.
    x2 : 2D array
        Embed time series.
    percent : float
        Percent to use for training set.

    Returns
    -------
    x1tr : 2D array
    x1te : 2D array
    x2tr : 2D array
    x2te : 2D array
    """
    if len(x1) != len(x2):
        print('X1 and X2 are different lengths!')
    split = int(len(x1) * percent)
    x1tr = x1[:split]
    x2tr = x2[:split]
    x1te = x1[split:]
    x2te = x2[split:]
    return x1tr, x1te, x2tr, x2te
