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