Embedding Dimension and Mutual Information

Giuseppe Orlando, Ruedi Stoop () and Giovanni Taglialatela ()
Additional contact information
Ruedi Stoop: ETHZ/University of Zürich
Giovanni Taglialatela: University of Bari, Department of Economics and Finance

Chapter Chapter 7 in Nonlinearities in Economics, 2021, pp 105-108 from Springer

Abstract: Abstract In this chapter, we introduce the concept of the embedding dimension, as the smallest topological dimension required to ensure that an object described by simpler (often scalar) time series can be embedded in a higher topological dimension.

Keywords: Embedding dimension; Chaotic systems; Time lag (search for similar items in EconPapers)
Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-030-70982-2_7

Ordering information: This item can be ordered from
http://www.springer.com/9783030709822

DOI: 10.1007/978-3-030-70982-2_7

Access Statistics for this chapter

More chapters in Dynamic Modeling and Econometrics in Economics and Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().