Presentation | 1996/1/25 On dimension estimates with surrogate data sets Tohru Ikeguchi, Kazuyuki Aihara, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | In this paper, we propose a new strategy of estimating correlation dimensions in combination with the method of surrogate data, which is a kind of statistical control usually introduced to avoid spurious estimates of nonlinear statistics. In case of analyzing time series with the method of surrogate data, it is desirable to decide a value of estimated nonlinear statistics of the original data and surrogate data sets exactly. However, when dimensional analysis is applied to possible attractors reconstructed from real time series, it is very dangerous to decide a single value as an estimated dimension, because dimension is an index of self-similarity and therefore analyzed with its scaling property. In order to solve this difficulty, a dimension estimator algorithm and the method of surrogate data are combined by introducing Monte Carlo significance testing. As a result, an analysis of scaling properties at various resolution levels based on the method of surrogate data is realized. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | chaos / correlation dimension / surrogate data / hypothesis testing / Fourier transform / time series analysis |
Paper # | CAS95-97,NLP95-88 |
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Conference Information | |
Committee | CAS |
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Conference Date | 1996/1/25(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | |
Topics (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Circuits and Systems (CAS) |
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Language | ENG |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | On dimension estimates with surrogate data sets |
Sub Title (in English) | |
Keyword(1) | chaos |
Keyword(2) | correlation dimension |
Keyword(3) | surrogate data |
Keyword(4) | hypothesis testing |
Keyword(5) | Fourier transform |
Keyword(6) | time series analysis |
1st Author's Name | Tohru Ikeguchi |
1st Author's Affiliation | Department of Applied Electronics, Science University of Tokyo() |
2nd Author's Name | Kazuyuki Aihara |
2nd Author's Affiliation | Department of Mathematical Engineering and Information Physics, University of Tokyo |
Date | 1996/1/25 |
Paper # | CAS95-97,NLP95-88 |
Volume (vol) | vol.95 |
Number (no) | 482 |
Page | pp.pp.- |
#Pages | 8 |
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