Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis
Budget: $30 – $250 USD
Hello! This work for a coder about embedding dimension. Fortran language is also necessary I think. All subject can be discussed.
I'm interested in a program that will help me find the embedding dimension of some time series as described in the article 1 attach. I have no good knowledge in that subject so I need a code which have good expertise. The article 1 speaks of Cao algorithm. I attach article 2 by Cao explaining his original algorithm. Cao algorithm has been publshed on http://www.atomosyd.net/spip.php?article128. and attach the original algorithm and the modified algorithm I made coded to get a better format for resulting files.
I let you read those docs and ask me questions you want.
I offer 50$ to read those files and propose me the way you see the program. After that, I'll post the project to realize the program.
Thank you.
Taaroa
I'm interested in a program that will help me find the embedding dimension of some time series as described in the article 1 attach. I have no good knowledge in that subject so I need a code which have good expertise. The article 1 speaks of Cao algorithm. I attach article 2 by Cao explaining his original algorithm. Cao algorithm has been publshed on http://www.atomosyd.net/spip.php?article128. and attach the original algorithm and the modified algorithm I made coded to get a better format for resulting files.
I let you read those docs and ask me questions you want.
I offer 50$ to read those files and propose me the way you see the program. After that, I'll post the project to realize the program.
Thank you.
Taaroa