The statistical properties of dimension calculations using small data sets
From MaRDI portal
Publication:3977651
DOI10.1088/0951-7715/3/1/009zbMath0736.58031OpenAlexW2042044691MaRDI QIDQ3977651
Hsiao-Jane Yuan, James B. Ramsey
Publication date: 25 June 1992
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0951-7715/3/1/009
Attractors and repellers of smooth dynamical systems and their topological structure (37C70) Dimension theory in general topology (54F45)
Related Items
Estimating correlation dimension from a chaotic time series: When does plateau onset occur?, A practical method for calculating largest Lyapunov exponents from small data sets, Detecting low-dimensional chaos in time series of finite length generated from discrete parameter processes, Chaotic time series analysis in economics: Balance and perspectives, Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey, Correlation integral as a tool for distinguishing between dynamics and statistics in time series data, Some results on the behavior and estimation of the fractal dimensions of distributions on attractors, Experimental modeling of electromagnetic wave scattering from an ocean surface based on chaotic theory, Dynamics of local search trajectory in traveling salesman problem, Mathematical analysis of the navigational process in homing pigeons, If Nonlinear Models Cannot Forecast, What Use Are They?, Modified correlation entropy estimation for a noisy chaotic time series