Great discussion and a sharp group! Around 32:27 one of the commenters mentioned a paper analyzing noisy multivariate dynamical systems and that under the CLT they may appear linear. Are you able to link me to that result? I'd love to see it.
here's an empirical look at the brain arxiv.org/abs/2012.12351 and theoretical papers, that I guess have inspired that investigation: Spatial averaging: ieeexplore.ieee.org/document/9993260 Temporal averaging: ieeexplore.ieee.org/abstract/document/10155808 HTH
Great discussion and a sharp group! Around 32:27 one of the commenters mentioned a paper analyzing noisy multivariate dynamical systems and that under the CLT they may appear linear. Are you able to link me to that result? I'd love to see it.
here's an empirical look at the brain arxiv.org/abs/2012.12351
and theoretical papers, that I guess have inspired that investigation:
Spatial averaging: ieeexplore.ieee.org/document/9993260
Temporal averaging: ieeexplore.ieee.org/abstract/document/10155808
HTH
@@SergeyPlis those looks like good fun! Thanks a bunch Sergey.
No mention of PatchTST Transformer from "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers"?
So we can say this paper is Haox