CRP for aggregation?
Posted: Mon Jan 9, 2017 14:08
Hi,
i have an important problem.
imagine, i have two time series with different RQA and i also obtain their CRQA. these time series should be aggregated in one time series. Is there any way by means of CRQA to find which aggregtion method -sum,average,convolution,..- is the best or useful?
i have an important problem.
imagine, i have two time series with different RQA and i also obtain their CRQA. these time series should be aggregated in one time series. Is there any way by means of CRQA to find which aggregtion method -sum,average,convolution,..- is the best or useful?