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The analysis and inference about data observed over a general(continuous or discrete) time space. Usually related to stochastic processes and will probably receive better response under that tag.

5 votes
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187 views

Theoretical justification of time-series forecasting using Takens' embedding

This is a cross-posting where I couldn't get an answer. In the meantime I have tried to improve the original logic: As in Takens original paper about his embedding theorem, consider a compact $m$-dim …
Sarem Seitz's user avatar