/Corr_Dim

Compute the Correlation Dimension of a Time Series

Primary LanguagePython

Corr_Dim

Python implementation to Compute the Correlation Dimension of a Time Series x[n]

Usage

m=fnn(x, 15)
tau=Tao(x)
cd=Dim_Corr(x, tau, m)

Examples

t=np.asarray(range(1000))/1000.0
x=np.sin(2*np.pi*10*t)+np.sin(2*np.pi*100*t)+t*np.sin(2*np.pi*30*t)
m=fnn(x, 15)
tau=Tao(x)
cd=Dim_Corr(x, tau, m, True)
print 'embeding dimension='+str(m)
print 'time-lag='+str(tau)
print 'correlation dimension='+str(cd)

attractor2.png