Hanhuai Zhu, Jingjing Huang. A New Method for Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis. Entropy, 24(9):1298, 2022. [doi]
@article{ZhuH22-8,
title = {A New Method for Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis},
author = {Hanhuai Zhu and Jingjing Huang},
year = {2022},
doi = {10.3390/e24091298},
url = {https://doi.org/10.3390/e24091298},
researchr = {https://researchr.org/publication/ZhuH22-8},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {24},
number = {9},
pages = {1298},
}