✦ LIBER ✦
Combined use of correlation dimension and entropy as discriminating measures for time series analysis
✍ Scribed by K.P. Harikrishnan; R. Misra; G. Ambika
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 367 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1007-5704
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✦ Synopsis
We show that the combined use of correlation dimension ðD 2 Þ and correlation entropy ðK 2 Þ as discriminating measures can extract a more accurate information regarding the different types of noise present in a time series data. For this, we make use of an algorithmic approach for computing D 2 and K 2 proposed by us recently [Harikrishnan KP, Misra R,