๐”– Bobbio Scriptorium
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DETERMINING THE DEGREE OF DIFFERENCING FOR TIME SERIES VIA THE LOG SPECTRUM

โœ Scribed by G. J. Janacek


Book ID
111039414
Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
263 KB
Volume
3
Category
Article
ISSN
0143-9782

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Practical method for determining the min
โœ Liangyue Cao ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 553 KB

A practical method is proposed to determine the minimum embedding dimension from a scalar time series. It has the following advantages: (1) does not contain any subjective parameters except for the time-delay for the embedding; (2) does not strongly depend on how many data points are available; (3)