stoch_filter_nvar : nonlinear Vector Auto Regression for time series analysis/inference

Implementation of nonlinear Vector Auto Regression (nVAR) for the stochastic filtering task

For additional details, please refer Rahul O. Ramakrishnan et al 2022 EPL 140 31002

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inputs

Spesific parameters for the dataset.

config

Conguration for the nVAR.

main

Run the entire code and plot the figures. Sorted results can be seen in doc.pdf

view

Plot the figures after running main.py