| Presentation | 1993/11/19 Estimation of Scaling Dependent Factors in Correlation Function Michinori Nagano, Masahiro Nakagawa, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | A method to eatimate scaling dependent factors:Φ(ε) in correlat ion function such as:C(ε)=Φ(ε)ε^ν is developed based on the ma ximumn likelihood estimators derived by Takens for estimating the correlation dimensions of a strange attractor and the Ellner′s gen eralized estimators of correlation exponents from the local scaling region of correlation function.Using our proposed method, one can also calculate correlation dimensions more strictly than conventional GP-algorithm by Grassberger and Procaccia directly estimating.the straight ratio of logarithms.We demonstrate the usefulnuess of the proposed method for some simple cases and as an application,a Japanese vowel is investigated on the scaling properties of the enbedded attractor from the time series. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | scaling dependent factors / correlation function / maximum likelihood estimators / time series analysis / chaos |
| Paper # | NLP93-61 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 1993/11/19(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Vice Chair | |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Estimation of Scaling Dependent Factors in Correlation Function |
| Sub Title (in English) | |
| Keyword(1) | scaling dependent factors |
| Keyword(2) | correlation function |
| Keyword(3) | maximum likelihood estimators |
| Keyword(4) | time series analysis |
| Keyword(5) | chaos |
| 1st Author's Name | Michinori Nagano |
| 1st Author's Affiliation | Department of Electrical Engineering,Faculty of Engineering, Nagaoka University of Technology() |
| 2nd Author's Name | Masahiro Nakagawa |
| 2nd Author's Affiliation | Department of Electrical Engineering,Faculty of Engineering, Nagaoka University of Technology |
| Date | 1993/11/19 |
| Paper # | NLP93-61 |
| Volume (vol) | vol.93 |
| Number (no) | 335 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |