ON THE OVERESTIMATION OF THE CORRELATION DIMENSION

Citation
A. Stefanovska et al., ON THE OVERESTIMATION OF THE CORRELATION DIMENSION, Physics letters. A, 235(1), 1997, pp. 24-30
Citations number
41
Categorie Soggetti
Physics
Journal title
ISSN journal
03759601
Volume
235
Issue
1
Year of publication
1997
Pages
24 - 30
Database
ISI
SICI code
0375-9601(1997)235:1<24:OTOOTC>2.0.ZU;2-#
Abstract
The effect of non-linear mapping from the time domain to the phase spa ce may result in an overestimation of the correlation dimension. We an alyse the origin of the overestimation and suggest a criterion for the number of points necessary to approach the true scaling region in the correlation integral. (C) 1997 Elsevier Science B.V.