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

DOI10.1016/0167-2789(92)90025-IMaRDI QIDQ1197516zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 41029 (Why is no real title available?)
• scientific article; zbMATH DE number 3894124 (Why is no real title available?)
• Entropy, Lyapunov exponents, and Hausdorff dimension in differentiable dynamical systems

Cited in

(19)

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

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