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-- part contents for background part 22
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Two problems:

• There is only a finite amount of data.   
Use half the data to estimate the data fit  ƒ,  and the other half to estimate the error of the fit,  E[ƒ].

•  What is the embedding dimension  m?
Heuristic:  start with a small  m, then increase  m  until no significant improvement occurs in  E[ƒ].