Dec 31, 2021

It has already been established that there is information that is lost in the first attempt at whitening data or computing a modeling filter it may be that this information has to do with moments higher than second order. This whitening worked well with Guassian processes perhaps because all other moments are determined by the first 2.

Oct 21, 2021

Here are some note books demonstrating the performance of the CKMS+ implementation

CKMS+ Example 1: AR(2)

CKMS+ Example 2: ARMA(10,10)

CKMS+ Example 3: 1D KSE Data