optimal embedding delay/dimension that maximize entropy

[finmod]

@Datseris Thank you for attending the "coming soon" of DelayEmbeddings.

Now that you have all the building blocks in place for estimating the time delay, dimension and producing recurrence plots, this section should conclude with a method/function to determine the optimal embedding parameters so as to maximize some measure of entropy. Candidate methods are: Delay Vector Variance as in: https://www.commsp.ee.ic.ac.uk/~mandic/dvv.htm and Permutation Entropy Based on Non-Uniform Embedding https://epubl.ktu.edu/object/elaba:30704063/index.html. The latter is a shortcut to current state-of-the-art on optimization of embedding parameters although it fails to mention the former.

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