AN ALGORITHMIC COMPUTATION OF CORRELATION DIMENSION FROM TIME SERIES

DOI10.1142/S0217984907012517zbMath1175.37081OpenAlexW2007225319MaRDI QIDQ3631281

R. Misra, G. Ambika, K. P. Harikrishnan

Publication date: 5 June 2009

Published in: Modern Physics Letters B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217984907012517

zbMATH Keywords

time seriescorrelation dimensionGrassberger--Proccacia algorithm

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Related Items (1)

On the transition to hyperchaos and the structure of hyperchaotic attractors

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• State space reconstruction in the presence of noise
• An improved estimator of dimension and some comments on providing confidence intervals
• Estimating dimension from small samples
• Towards coherent estimation of correlation dimension
• A non-subjective approach to the GP algorithm for analysing noisy time series
• IMPROVED CORRELATION DIMENSION CALCULATION

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