In this work, the input consists of time series data <math>(X_1,X_2,...,X_T )</math>, where <math>X_t\equiv (X_t^1,X_t^2,…,X_t^p )</math> and <math>p</math> denotes the dimensionality of the input data. The author assumes that this set of data is generated by a general [[stochastic dynamical system]]: | In this work, the input consists of time series data <math>(X_1,X_2,...,X_T )</math>, where <math>X_t\equiv (X_t^1,X_t^2,…,X_t^p )</math> and <math>p</math> denotes the dimensionality of the input data. The author assumes that this set of data is generated by a general [[stochastic dynamical system]]: |