@DrYohanJohn Various forms of recurrence analysis were the most popular, and mostly targeted at univariate signals. Here's a recent extension to multivariate data: https://t.co/5SuoCFt5J6
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Tutorials on Recurrence Quantification Analysis by Sebastian Wallot https://t.co/avbdtvwyWJ https://t.co/IPy639dXaU https://t.co/RVIePtByXs and Ralf Cox https://t.co/zGKwOF10HB https://t.co/Dud2b7qNQk
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@financequant these two papers (long: https://t.co/qrCEL8FICi, short: https://t.co/lWNirnb9vW) introduce applications of the Takens' embedding theorem in recurrence quantification analysis. Curious of your thoughts if you ever have time to check them out.
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@otrasenda_AC @dacocp @INVESTMENTSHULK @nntaleb Any thoughts on recurrence quantification analysis? Longer paper: https://t.co/qrCEL8FICi Shorter paper: https://t.co/lWNirnb9vW