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- -- card: 8971 from stack: in
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- -- background id: 2595
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- -- part contents for background part 22
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- Two problems:
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- • There is only a finite amount of data.
- Use half the data to estimate the data fit Δí, and the other half to estimate the error of the fit, E[Δí].
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- • What is the embedding dimension m?
- Heuristic: start with a small m, then increase m until no significant improvement occurs in E[Δí].
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