The correlation dimension of differenced data

Preprint

27 May 1994

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.comp-gas/9405005

Abstract

The effect differencing has on the estimated correlation dimension of a nongaussian time series is discussed. Two different methods for generating surrogate data sets are compared. The results suggest that any filtering should be applied to both the raw and surrogate time series, otherwise spurious results can occur.

Keywords

CORRELATION DIMENSION
ESTIMATED CORRELATION
EFFECT DIFFERENCING
NONGAUSSIAN TIME
DIFFERENCED DATA
SURROGATE TIME
TIME SERIES
DIMENSION
FILTERING

All Related Versions

Version 1, 1994-05-27, ArXiv
Published version: Physics Letters A, 191 (3-4), 245.

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