Wednesday, 4 September 2019

Taken's Theorem and Time Series Embedding

I am now back from my summer break and am currently looking at using Taken's theorem and am using an adapted version of this mdembedding code ( adapted to run smoothly in Octave ). At the moment of writing this post I have a Monte Carlo test running in the background on my computer, the results of which shall be the subject of my next blog post within the next few days.

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