Correlation integral as a tool for distinguishing between dynamics and statistics in time series data (Q1964246)
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scientific article; zbMATH DE number 1399218
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| English | Correlation integral as a tool for distinguishing between dynamics and statistics in time series data |
scientific article; zbMATH DE number 1399218 |
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Correlation integral as a tool for distinguishing between dynamics and statistics in time series data (English)
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6 February 2000
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The authors propose a simple criterion for time series analysis which is based on the correlation integral. They consider the following classes of data: (a) data from smooth low-dimensional dynamical systems, (b) data from high-dimensional systems, (c) data from deterministic but nonsmooth systems, (d) stationary random processes, (e) nonstationary processes. Note that in most cases the correlation integral is a good tool, since its calculation usually requires less data points than many others.
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high-dimensional system
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stationary random process
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time series analysis
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correlation integral
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0.8074746131896973
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0.8028523325920105
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0.7710517048835754
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0.7686490416526794
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0.7513579726219177
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