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Statistical Error in Dimension Estimators

  • James Theiler
Part of the NATO ASI Series book series (NSSB, volume 208)

Abstract

The statistical error in an estimate of the correlation dimension based on a sample of N points (e.g., from a time series) generically scales as O(\(1/\sqrt N \)). The coefficient of the \(1/\sqrt N \) term can be related to the variance over the attractor of the pointwise mass function. In many cases, the coefficient is small, and for very particular examples the coefficient is zero. In the latter case, anomalously precise O(1/N) scaling is obtained. These results are shown to have practical implications for computing the dimension of an attractor from a time series.

Keywords

Statistical Error Correlation Dimension Dimension Estimate Strange Attractor Statistical Precision 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Press, New York 1989

Authors and Affiliations

  • James Theiler
    • 1
  1. 1.Institute for Nonlinear ScienceUniversity of CaliforniaSan DiegoUSA

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