A COMPLEXITY TEST BASED ON THE CORRELATION INTEGRAL

被引：1

作者：

KABOUDAN, MA

机构：

[1] Management Science and Information Systems, Smeal College of Business, Fogelsville, PA 18051, Penn State-Allentown

来源：

PHYSICS LETTERS A | 1993年 / 181卷 / 05期

关键词：

D O I：

10.1016/0375-9601(93)90392-D

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

This paper contains a description of a statistical test that may help identify nonlinear determinism in time series. Its foundation is the notion that the ratio of a correlation dimension of a random series to that of its randomly scrambled counterpart is equal to one. Alternatively, one can statistically test whether the ratio of the correlation integral of a nonlinear deterministic series to that of its shuffled counterpart is less than one.

引用

页码：381 / 386

页数：6

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