Practical considerations in estimating dimension from time series data

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Published under licence by IOP Publishing Ltd
, , Citation Eric J Kostelich and Harry L Swinney 1989 Phys. Scr. 40 436 DOI 10.1088/0031-8949/40/3/030

1402-4896/40/3/436

Abstract

A numerical comparison is made of algorithms for computing the dimension of attractors using the Grassberger-Procaccia correlation dimension and the Badii-Politi nearest neighbor approach. Using experimentally realizable data sets, the nearest neighbor method appears to have the better power law behavior when the attractor dimension is between 3 and 7.

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10.1088/0031-8949/40/3/030