Estimating the active dimension of the dynamics in a time series based on an information criterion (Q5944257)

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scientific article; zbMATH DE number 1653219
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Estimating the active dimension of the dynamics in a time series based on an information criterion
scientific article; zbMATH DE number 1653219

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    Estimating the active dimension of the dynamics in a time series based on an information criterion (English)
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    4 October 2001
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    embedding
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    optimal metric
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    minimum description length criterion
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