The set of lag sets to be used as the default set in function eSOBI.
taus_defJari Miettinen
The object taus_def contains the following lag sets:
| taus_def[[1] | 1,2,...,12 |
| taus_def[[2]] | 1 |
| taus_def[[3]] | 1,2 |
| taus_def[[4]] | 1,2,3 |
| taus_def[[5]] | 1,2,3,4,5 |
| taus_def[[6]] | 1,2,...,8 |
| taus_def[[7]] | 1,2,...,20 |
| taus_def[[8]] | 1,2,...,50 |
| taus_def[[9]] | 1,2,...,10,12,...,20 |
| taus_def[[10]] | 5,6,...,10,12,...,20,25,...,50 |
| taus_def[[11]] | 2,4,...,20 |
| taus_def[[12]] | 1,2,3,5,7,11,13,17,19 |
Taskinen, S., Miettinen, J. and Nordhausen, K. (2016), Efficient second order blind identification method for separation of uncorrelated stationary time series, submitted.
eSOBI