Modification of the Grassberger-Procaccia algorithm for estimating the correlation exponent of chaotic systems with high embedding dimension

Autor: Jan Klaschka, Ivan Dvořák
Rok vydání: 1990
Předmět:
Zdroj: Physics Letters A. 145:225-231
ISSN: 0375-9601
DOI: 10.1016/0375-9601(90)90355-r
Popis: The Grassberger-Procaccia algorithm for estimating the correlation exponent yields estimates biased by systematic errors pronounced mainly for embedding dimension higher than 5. A modification of this algorithm is proposed that removes a part of the bias up to embedding dimension 11.
Databáze: OpenAIRE