Optimal embedding parameters: A modelling paradigm

Physica D: Nonlinear Phenomena

Volumn 194, Issue 3-4, 2004, Pages 283-296

  Small, Michael ^a   Tse, C K ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Embedding dimension; Lag; Minimum description length; Window

Indexed keywords

ALGORITHMS; CHAOS THEORY; FLUID DYNAMICS; MATHEMATICAL MODELS; PROBLEM SOLVING; TIME SERIES ANALYSIS;

EMBEDDING DIMENSION; LAG; MINIMUM DESCRIPTION LENGTH; WINDOW;

PARAMETER ESTIMATION;

EID: 2942618690     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2004.03.006     Document Type: Article

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