An improved estimator of dimension and some comments on providing confidence intervals

DOI10.1016/0167-2789(92)90025-IzbMATH Open0761.58027OpenAlexW2010406746MaRDI QIDQ1197516FDOQ1197516

Authors: Kevin Judd 

Publication date: 16 January 1993

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(92)90025-i

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zbMATH Keywords

estimation of the dimension of an attractorGrassberger-Procaccia method

Mathematics Subject Classification ID

Attractors and repellers of smooth dynamical systems and their topological structure (37C70)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Entropy, Lyapunov exponents, and Hausdorff dimension in differentiable dynamical systems

Cited In (19)

• Estimating dynamical dimensions from noisy observations
• Determinism in Financial Time Series
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• Indications of nonlinearity, intraindividual specificity and stability of human EEG: The unfolding dimension
• Estimation of dimension for spatially distributed data and related limit theorems
• Chow-Lin \(\times N\): how adding a panel dimension can improve accuracy
• Towards coherent estimation of correlation dimension
• Dangers of geometric filtering
• Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis
• Applying the method of surrogate data to cyclic time series
• Improving a constant in high-dimensional discrepancy estimates
• Estimating dimension from small samples
• Response of the parameters of a neural network to pseudoperiodic time series
• Deterministic nonlinearity in ventricular fibrillation
• AN ALGORITHMIC COMPUTATION OF CORRELATION DIMENSION FROM TIME SERIES
• A non-subjective approach to the GP algorithm for analysing noisy time series
• Improvement of some multidimensional estimates by reduction of dimensionality
• A new estimator for information dimension with standard errors and confidence intervals
• Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator

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