Hong Pi, Carsten Peterson. Finding the Embedding Dimension and Variable Dependencies in Time Series. Neural Computation, 6(3):509-520, 1994. [doi]
@article{PiP94,
title = {Finding the Embedding Dimension and Variable Dependencies in Time Series},
author = {Hong Pi and Carsten Peterson},
year = {1994},
doi = {10.1162/neco.1994.6.3.509},
url = {http://dx.doi.org/10.1162/neco.1994.6.3.509},
researchr = {https://researchr.org/publication/PiP94},
cites = {0},
citedby = {0},
journal = {Neural Computation},
volume = {6},
number = {3},
pages = {509-520},
}