47 citations · 73 across the 4 of their papers we have counts for
Showing 2008Show all
2 papers · 1 filter
nlin.CD2008★ 16 cited
Optimal Markov Approximations and Generalized Embeddings
Detlef Holstein, Holger Kantz
Based on information theory, we present a method to determine an optimal Markov approximation for modelling and prediction from time series data. The method finds a balance between…
nlin.CD2008
Entropies in case of continuous time
Detlef Holstein
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamic…