Statistical error in a chord estimator of correlation dimension: The ''rule of five''
Creators
- 1. Los Alamos National Lab., NM (United States)
- 2. University of Western Ontario, London, ON (Canada). Dept. of Applied Mathematics
Description
The statistical precision of a chord method for estimating dimension from a correlation integral is derived. The optimal chord length is determined, and a comparison is made to other estimators. The simple chord estimator is only 25% less precise than the optimal estimator which uses the full resolution and full range of the correlation integral. The analytic calculations are based on the hypothesis that all pairwise distances between the points in the embedding space are statistically independent. The adequacy of this approximation is assessed numerically, and a surprising result is observed in which dimension estimators can be anomalously precise for sets with reasonably uniform (nonfractal) distributions
Availability note (English)
MF available from INIS under the Report Number; OSTI as DE93000687; NTIS; INIS; US Govt. Printing Office Dep.
Files
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Additional details
Publishing Information
- Imprint Pagination
- 14 p.
- Report number
- LA-UR--92-2972
Conference
- Title
- 2. bifurcations and chaos workshop on dynamical measures of complexity and chaos.
- Dates
- 13-15 Aug 1992.
- Place
- Bryn Mawr, PA (United States).
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 24027801
- Subject category
- S99: GENERAL AND MISCELLANEOUS;
- Resource subtype / Literary indicator
- Conference
- Descriptors DEI
- CORRELATIONS; ERRORS; FRACTALS; NONLINEAR PROBLEMS; RANDOMNESS; STATISTICAL MODELS; TIME-SERIES ANALYSIS
- Descriptors DEC
- MATHEMATICAL MODELS; MATHEMATICS; STATISTICS
Optional Information
- Contract/Grant/Project number
- Contract W-7405-ENG-36; Grant 1-R01-MH47184-01
- Funding organization
- USDOE, Washington, DC (United States); Department of Health and Human Services, Washington, DC (United States).
- Secondary number(s)
- CONF-9208161--1.