code: def transform(self, X_all, y=None):
          
          if self._sliding_window:
              return [X[k::self._lag_time] for k in range(self._lag_time) for X in X_all]
          else:
              return [X[::self._lag_time] for X in X_all]
docs: Subsample several time series.
  
          Parameters
          ----------
          X_all : list(np.ndarray)
              List of feature time series
  
          Returns
          -------
          features : list(np.ndarray), length = len(X_all)
              The subsampled trajectories.