Consiglio Nazionale delle Ricerche

Tipo di prodottoArticolo in rivista
TitoloAdaptive box-assisted algorithm for correlation-dimension estimation
Anno di pubblicazione2000
Formato
  • Elettronico
  • Cartaceo
Autore/iCorana A.
Affiliazioni autoriInstitute for Electronic Circuits, National Research Council, Via De Marini 6, 16149 Genova
Autori CNR e affiliazioni
  • ANGELO CORANA
Lingua/e
  • inglese
AbstractAn algorithm is presented for efficient computation of the correlation dimension from a time series. The main feature of the algorithm is the use of a variable number of points in order to keep the number of close pairs approximately constant at the various scales and at the various embedding dimensions. The procedure consists of a number of steps with decreasing cutoff distance; at each step only neighboring pairs are considered, using a box-assisted approach. The algorithm is tested by performing some trials on time series from known model attractors. With respect to the standard algorithm, the one proposed here yields more uniform precision in the various correlation integral values, improving the statistics at the smallest distances. Moreover, it gives a substantial reduction in computation time, allowing execution of trials with a very large number of points, and exploitation of shorter length scales. The algorithm can be easily adapted for the computation of q-order generalized dimensions. ©2000 The American Physical Society.
Lingua abstractinglese
Altro abstract-
Lingua altro abstract-
Pagine da7872
Pagine a7881
Pagine totali-
RivistaPhysical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
Attiva dal 1993 al 2000
Editore: Published by the American Physical Society through the American Institute of Physics, - New York, N.Y.
Paese di pubblicazione: Stati Uniti d'America
Lingua: inglese
ISSN: 1063-651X
Titolo chiave: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
Titolo proprio: Physical review.
Titolo abbreviato: Phys. rev., E Stat. phys. plasmas fluids relat. interdiscip. topics
Titolo alternativo: Statistical physics, plasmas, fluids, and related interdisciplinary topics
Numero volume della rivista62
Fascicolo della rivista6
DOI-
Verificato da refereeSì: Internazionale
Stato della pubblicazionePublished version
Indicizzazione (in banche dati controllate)
  • Scopus (Codice:2-s2.0-0034516453)
  • ISI Web of Science (WOS) (Codice:000165879400054)
Parole chiavenonlinear time series analysis; optimized algorithms; adaptive algorithms; correlation dimension estimation; correlation integrals; adaptive box-assisted method; performance evaluation
Link (URL, URI)http://www.scopus.com/inward/record.url?eid=2-s2.0-0034516453&partnerID=q2rCbXpz
Titolo parallelo-
Data di accettazione-
Note/Altre informazioni-
Strutture CNR
  • IEIIT — IEIIT - Sede secondaria di Genova
Moduli CNR-
Progetti Europei-
Allegati
  • Adaptive box-assisted algorithm for correlation-dimension estimation