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    ESANN
    2006
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    Lag selection for regression models using high-dimensional mutual information
    13 years 6 months ago
    Lag selection for regression models using high-dimensional mutual information
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    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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