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Estimating correlation dimension of high-dimensional signals - quick algorithm
oleh: Krzysztof Piotr Michalak
Format: | Article |
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Diterbitkan: | AIP Publishing LLC 2018-10-01 |
Deskripsi
The paper describes the improvements and corrections to the method of estimation of correlation dimension of d for high-dimensional signals (HDS). The following problems are described: (a) presentation of the quick version of the algorithm that reduces computation time, (b) improvement of the precision of the elementary Takens-Ellner formula estimating d, (c) the problem of strongly non-gaussian signals and its possible normalisation. Appendix discusses the use of author’s Matlab function estimating d which is available for public use.