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Time series analysis and correlation dimension estimation: Mathematical foundation and applications

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Date Issued:
1995
Summary:
A time series is a data set of a single quantity sampled at intervals T time units apart. It is widely used to represent a chaotic dynamical system. The correlation dimension measures the complexity of a dynamical system. Using the delay-coordinate map and the extended GP algorithm one can estimate the correlation dimension of an experimental dynamical system from measured time series. This thesis discusses the mathematical foundation of the methods and the corresponding applications. The embedding theorems and their relationship with dimension preservation are reviewed in detail, but more attention is focussed on the concept development.
Title: Time series analysis and correlation dimension estimation: Mathematical foundation and applications.
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Name(s): Jiang, Wangye
Florida Atlantic University, Degree grantor
Ding, Mingzhou, Thesis advisor
Charles E. Schmidt College of Science
Department of Mathematical Sciences
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1995
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, FL
Physical Form: application/pdf
Extent: 63 p.
Language(s): English
Summary: A time series is a data set of a single quantity sampled at intervals T time units apart. It is widely used to represent a chaotic dynamical system. The correlation dimension measures the complexity of a dynamical system. Using the delay-coordinate map and the extended GP algorithm one can estimate the correlation dimension of an experimental dynamical system from measured time series. This thesis discusses the mathematical foundation of the methods and the corresponding applications. The embedding theorems and their relationship with dimension preservation are reviewed in detail, but more attention is focussed on the concept development.
Identifier: 15213 (digitool), FADT15213 (IID), fau:11985 (fedora)
Degree granted: Thesis (M.S.)--Florida Atlantic University, 1995.
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): Charles E. Schmidt College of Science
Subject(s): Time-series analysis--Mathematical models
Chaotic behavior in systems
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/15213
Sublocation: Digital Library
Use and Reproduction: Copyright © is held by the author with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.