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Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective - MaRDI portal

Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective (Q5687573)

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scientific article; zbMATH DE number 958103
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Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective
scientific article; zbMATH DE number 958103

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    Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective (English)
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    9 April 1997
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    estimation of embedding dimension
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    sequence of L2-spaces
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    distance functions
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    nonlinear autoregression
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    orthogonal projections
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    time series
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    chaotic skeleton
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    embedding dimension
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    sample size requirement
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    curse of dimensionality
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