Consiglio Nazionale delle Ricerche

Tipo di prodottoArticolo in rivista
TitoloA posteriori tests to validate dimension estimates from time series
Anno di pubblicazione2000
Formato
  • Elettronico
  • Cartaceo
Autore/iCasaleggio A.; Corana A.
Affiliazioni autoriICE-CNR, Via De Marini 6, 16149 Genova
Autori CNR e affiliazioni
  • ALDO CASALEGGIO
  • ANGELO CORANA
Lingua/e
  • inglese
AbstractA posteriori tests are proposed to evaluate the degree of reliability of the estimate of dimension from a time series, using the method of correlation integrals. Although we consider in particular the correlation dimension (D2), our procedure can be applied to any generalized dimension as well as to the point-wise dimension. We propose the computation of two indices that can quantify to what degree the derivative of the log±log plot is constant with the correlation length and with the embedding dimension in the scaling region. An organized set of trials has been performed on time series from known model attractors, with different fractions of added measurement noise. On the basis of these trials, we found threshold values for the indices that discriminate between reliable and unreliable D2 estimates. In the last part of the work we apply our procedure to real signals (electrocardiograms), finding good accordance between index values and the amount of noise in the time series.
Lingua abstractinglese
Altro abstract-
Lingua altro abstract-
Pagine da2017
Pagine a2030
Pagine totali-
RivistaChaos, solitons and fractals
Attiva dal 1991
Editore: Pergamon. - Oxford
Paese di pubblicazione: Regno Unito
Lingua: inglese
ISSN: 0960-0779
Titolo chiave: Chaos, solitons and fractals
Titolo abbreviato: Chaos, solitons fractals
Numero volume della rivista11
Fascicolo della rivista7
DOI10.1016/S0960-0779(99)00093-4
Verificato da refereeSì: Internazionale
Stato della pubblicazionePublished version
Indicizzazione (in banche dati controllate)
  • Scopus (Codice:2-s2.0-0033687038)
  • ISI Web of Science (WOS) (Codice:000088052700008)
Parole chiavenonlinear time series analysis; validation of dimension estimates; a posteriori tests; reliability indices; ECG analysis
Link (URL, URI)http://www.scopus.com/inward/record.url?eid=2-s2.0-0033687038&partnerID=q2rCbXpz
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Note/Altre informazioni-
Strutture CNR
  • IEIIT — IEIIT - Sede secondaria di Genova
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  • A posteriori tests to validate dimension estimates from time series