The use of generalized information dimension in measuring fractal dimension of time series

An algorithm for calculating generalized fractal dimension of a time series using the general information function is presented. The algorithm is base d on a strings sort technique and requires O(N log(2)N) computations. A rou gh estimate for the number of points needed for the fractal dimension calcu lation is given. The algorithm was tested on analytic example as well as we ll-known examples, such as, the Lorenz attractor, the Rossler attractor, th e van der Pol oscillator, and the Mackey-Glass equation, and compared, succ essfully, with previous results published in the literature. The computatio n time for the algorithm suggested in this paper is much less than the comp utation time according to other methods. (C) 1999 Elsevier Science B.V. All rights reserved.