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ESANN
2006
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Neural Networks
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ESANN 2006
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Lag selection for regression models using high-dimensional mutual information
13 years 10 months ago
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www.dice.ucl.ac.be
Mutual information may be used to select the embedding lag of a time series. However, this lag selection is usually limited to the analysis of the mutual information between a pair...
Geoffroy Simon, Michel Verleysen
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