Estimating the active dimension of the dynamics in a time series based on an information criterion

DOI10.1016/S0167-2789(01)00328-1zbMath0977.37046WikidataQ126407757 ScholiaQ126407757MaRDI QIDQ5944257

Naoki Tanaka, Masayoshi Naito, Hiroshi Okamoto

Publication date: 4 October 2001

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

embeddingminimum description length criterionoptimal metric

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites Work

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• Embedology
• Universal coding, information, prediction, and estimation
• Topological dimension and local coordinates from time series data
• Linear Statistical Inference and its Applications

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